Probability, an Introduction
by Geoffrey Grimmett and Dominic Welsh
First published in 1986 by
Oxford University Press.
Second edition appeared in Autumn 2014.
What's new?
- General reorganization, expansion, and reformatting
- Inclusion of
new material to cover first and second year syllabuses
at major universities
- Extended new chapter on Markov Chains.
Corrigenda to first printing (with thanks to correspondents)
- several imperfections
- page 229: error in proof of Theorem 12.75(a), see
correction
- page 255: Solution 1.46(b): n should be m
- page 256: Solution 5.54(b): e should be x
All these corrections have been made in the second printing, now on sale
Corrigenda to the revised printing, 2017
(with thanks to Dani Rozenbroek)
- page 122: There are some missing brackets in (7.66).
It should read g((1-t)u + tv) \leq
(1-t)g(u) + tg(v).
Also in [0,1], below (7.66).
- page 186. G(s,t) = exp(- lambda t(s-1)) should be G(s,t) = exp( lambda
t(s-1))
- page 198. Missing minus on right side
- page 217. There is a comma missing after the 1 by Z = {..., -1,0,1...}.
Ditto on page 181.
- page 225. On the last line. Replace X_1 = 1 by X_0 = 1.
