Probability and random processes

@inproceedings{Grimmett1982ProbabilityAR,
  title={Probability and random processes},
  author={Geoffrey R. Grimmett and David R. Stirzaker},
  year={1982}
}
Events and their probabilities random variables and their distributions discrete random variables continuous random variables generating functions and their applications Markov chains convergence of random variables random processes stationary processes renewals queues Martingales diffusion processes. Appendices: Foundations and notations history and varieties of probability John Arburthnot's preface to "Of the Laws of Chance" (1692). 
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References

The analysis of time series (5th edn
  • Birkhauser,
  • 1960