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Synopsis
This book gives an introduction to probability and its many practical application by providing a thorough, entertaining account of basic probability and important random processes, covering a range of important topics. Emphasis is on modelling rather than abstraction and there are new sections on sampling and Markov chain Monte Carlo, renewal-reward, queueing networks, stochastic calculus, and option pricing in the Black-Scholes model for financial markets. In addition, there are almost 400 exercises and problems relevant to the material. Solutions can be found in One Thousand Exercises in Probability.
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About the Author
Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.
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Probability and Random Processes
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Oxford University Press, 2001
ISBN 10: 0198572220
ISBN 13: 9780198572220
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Probability and Random Processes
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ISBN 10: 0198572220
ISBN 13: 9780198572220
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Probability and Random Processes
Published by
Oxford University Press, 2001
ISBN 10: 0198572220
ISBN 13: 9780198572220
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Probability and Random Processes
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Oxford University Press, 2001
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ISBN 13: 9780198572220
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Probability and Random Processes
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ISBN 13: 9780198572220
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Probability and Random Processes
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Oxford University Press, 2001
ISBN 10: 0198572220
ISBN 13: 9780198572220
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Paperback. Condition: Good. Provides an introduction to probability and random processes and their practical applications. This third edition emphasizes modeling and understanding rather than abstraction. Many important random processes are developed in the text through examples. It includes exercises and problems, with solutions provided in the companion volume. Seller Inventory # CIN0198572220G
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Probability and Random Processes
Published by
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ISBN 10: 0198572220
ISBN 13: 9780198572220
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Paperback. Condition: Good. Provides an introduction to probability and random processes and their practical applications. This third edition emphasizes modeling and understanding rather than abstraction. Many important random processes are developed in the text through examples. It includes exercises and problems, with solutions provided in the companion volume. Seller Inventory # CIN0198572220G
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