Probability and Random Processes by Geoffrey Grimmett, David Stirzaker (Paperback, 2001)

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(It includes various topics which are suitable for undergraduate courses, but are not routinely taught. There are four main aims: 1) to provide a thorough but straightforward account of basic probability, giving the reader a natural feel for the subject unburdened by oppressive technicalities, 2) to discuss important random processes in depth with many examples.
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