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Discrete Probability Models and Methods

Probability on Graphs and Trees, Markov Chains and Random Fields, Entropy and Coding

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  • Provides a clear overview of the theory
  • Includes exercises in each chapter
  • Written by a well known author
  • Includes supplementary material: sn.pub/extras

Part of the book series: Probability Theory and Stochastic Modelling (PTSM, volume 78)

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Table of contents (21 chapters)

  1. Front Matter

    Pages i-xiv
  2. Events and Probability

    • Pierre Brémaud
    Pages 1-19
  3. Random Variables

    • Pierre Brémaud
    Pages 21-63
  4. Bounds and Inequalities

    • Pierre Brémaud
    Pages 65-77
  5. Almost Sure Convergence

    • Pierre Brémaud
    Pages 79-92
  6. The probabilistic Method

    • Pierre Brémaud
    Pages 93-115
  7. Markov Chain Models.3

    • Pierre Brémaud
    Pages 117-144
  8. Recurrence of Markov Chains

    • Pierre Brémaud
    Pages 145-183
  9. Random Walks on Graphs

    • Pierre Brémaud
    Pages 185-214
  10. Markov Fields on Graphs

    • Pierre Brémaud
    Pages 215-253
  11. Random Graphs

    • Pierre Brémaud
    Pages 255-286
  12. Coding Trees

    • Pierre Brémaud
    Pages 287-317
  13. Shannon’s Capacity Theorem

    • Pierre Brémaud
    Pages 319-339
  14. The Method of Types

    • Pierre Brémaud
    Pages 341-355
  15. Universal Source Coding

    • Pierre Brémaud
    Pages 357-371
  16. Asymptotic Behaviour of Markov Chains

    • Pierre Brémaud
    Pages 373-396
  17. The Coupling Method

    • Pierre Brémaud
    Pages 397-415
  18. Martingale Methods

    • Pierre Brémaud
    Pages 417-440
  19. Discrete Renewal Theory

    • Pierre Brémaud
    Pages 441-455
  20. Monte Carlo

    • Pierre Brémaud
    Pages 457-474

About this book

The emphasis in this book is placed on general models (Markov chains, random fields, random graphs), universal methods (the probabilistic method, the coupling method, the Stein-Chen method, martingale methods, the method of types) and versatile tools (Chernoff's bound, Hoeffding's inequality, Holley's inequality) whose domain of application extends far beyond the present text. Although the examples treated in the book relate to the possible applications, in the communication and computing sciences, in operations research and in physics, this book is in the first instance concerned with theory.

The level of the book is that of a beginning graduate course. It is self-contained, the prerequisites consisting merely of basic calculus (series) and basic linear algebra (matrices). The reader is not assumed to be trained in probability since the first chapters give in considerable detail the background necessary to understand the rest of the book.


Reviews

“This is a book that any discrete proababilist will want to have on the shelf. It is a comprehensive extension of the author's masterfully written text Markov Chains ... Surprisingly; the book contains an extensive amount of information theory. ... In my opinion the new book would be ideal for a year-long course on discrete probability.”  (Yevgeniy Kovchegov, Mathematical Reviews, May, 2018)


“This is a very carefully and well-written book. The real pleasure comes from the contents but also from the excellent fonts and layout. Graduate university students and their teachers can benefit a lot of reading and using this book. There are more than good reasons to strongly recommend the book to anybody studying, teaching and/or researching in probability and its applications.” (Jordan M. Stoyanov, zbMATH 1386.60003, 2018)

“This book is an excellent piece of writing. It has the strictness of a mathematical book whose traditional purpose is to state and prove theorems, and also has the features of a book on an engineering topic, where solved and unsolved exercises are provided. I appreciated the very carefully selected solved examples that are interwoven in each chapter. They provide an indispensable aid to digest the concepts and methods presented.” (Dimitrios Katsaros, Computing Reviews, February, 21, 2018)


“This is a comprehensive volume on the application of discrete probability to combinatorics, information theory, and related fields. It is accessible for first-year graduate students. … Results are easy to find and reasonably easy to understand. … Summing Up: Recommended. Graduate students and faculty.” (M. Bona, Choice, Vol. 54 (12), August, 2017)

Authors and Affiliations

  • INRIA, École Normale Supérieure, Paris, France

    Pierre Brémaud

About the author

Pierre Brémaud obtained his Doctorate in Mathematics from the University of Paris VI and his PhD from the department of Electrical Engineering and Computer Science of the University of California at Berkeley. He is a major contributor to the theory of stochastic processes and their applications, and has authored or co-authored several reference or textbooks on the subject.

Bibliographic Information

Buy it now

Buying options

eBook USD 39.99 USD 69.99
43% discount Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 49.99 USD 89.99
44% discount Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 59.99 USD 119.99
50% discount Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access