Applied Probability and Stochastic Processes

Second Edition
©2010

Known Typos

The following are the only known typos in the text. If others are found, please send them to Rich Feldman (richf@tamu.edu).

Chapter 1. Basic Probability Review

Page 29, Property 1.8.   This property should read V[X1 + X2] = V[X1] + V[X2] + 2 cov(X1,X2).

Page 42, Problem 1.25.   Second paragraph, second line, change the word “variances” to “standard deviations”.

Chapter 4. Poisson Processes

Page 118, Line 11.   Replace 0 with t in the equation Pr{T ≤ 0} = 1 - Pr{T > 0} = ...  ; thus it should read
Pr{T ≤ t} = 1 - Pr{T > t} = ...

Page 119, Second line of first equation.   Missing negative sign in exponents; should be -1.4, not 1.4.  Thus it should read
= 1 - ( e -1.4 + 1.4 e - 1.4  + ... span>

Chapter 11. Replacement Theory

Page 320, Problem 11.5.   This problem should refer back to Problem 11.4, not Exercise 8.4.