Probability: an introduction
Geoffrey Grimmett, Dominic Welsh
This new undergraduate text offers a concise introduction to probability and random processes. Exercises and problems range from simple to difficult, and the overall treatment, though elementary, includes rigorous mathematical arguments. Chapters contain core material for a beginning course in probability, a treatment of joint distributions leading to accounts of moment-generating functions, the law of large numbers and the central limit theorem, and basic random processes.
