This three-volume series grew out of a three-quarter course in probability,
statistics, and stochastic processes taught for a number of years at UCLA. We felt
a need for a series of books that would treat these subjects in a way that is well
coordinated, but which would also give adequate emphasis to each subject as being
interesting and useful on its own merits.
The first volume, Introduction to Probability Theory, presents the fundamental
ideas of probability theory and also prepares the student both for courses in
statistics and for further study in probability theory, including stochastic processes.
The second volume, Introduction to Statistical Theory, develops the basic
theory of mathematical statistics in a systematic, unified manner. Together, the
first two volumes contain the material that is often covered in a two-semester course
in mathematical statistics.
The third volume, Introduction to Stochastic Processes, treats Markov chains,
Poisson processes, birth and death processes, Gaussian processes, Brownian
motion, and processes defined in terms of Brownian motion by means of ele-
mentary stochastic differential equations.