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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.
Review
"Since its first appearance in 1982, Probability and Random Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance.It is aimed mainly at final-year honours students and graduate students, but it goes beyond this
level, and all serious mathematicians and academic libraries should own a copy ... the companion book of exercises is cleverly conceived and ... form(s) a perfect complement to the main text. " Times Higher Education Supplement
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- PublisherOxford University Press
- Publication date2001
- ISBN 10 0198572220
- ISBN 13 9780198572220
- BindingPaperback
- LanguageEnglish
- Edition number3
- Number of pages608
- Rating
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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
Published by
Oxford University Press, 2001
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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ISBN 10: 0198572220
ISBN 13: 9780198572220
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Soft cover. Condition: Near Fine. 2009 Book: Near Fine/ (illustrator). 3rd Edition. Book: Near Fine/ $51.82 9780198572220 PROBABILITY and RANDOM PROCESSES * GRIMMETT, Geoffrey R.; STIRZAKER, David R. Oxford University Press Various Locations * * * * * 2009 3rD Edition, 14tH Printing Tall Wide Thick S/c Dark Blue Ends, Pictorial Center Spine With Title In 0ff~White And Lighter Blue Colored Letters, Soft Cover Book: Near Fine/ Condition, Slight Shelf, Edge And Corner Wear. Prior Owners Name Written Inside Front Cover. 596 Numbered Pages Printed On 0ff~White Paper, In Fine/ Condition, Lightly Viewed, Clean And Tight To The Spine. Corners Are Square, Spine Is Tight. This Is * * An Original Edition, * * Not A Secondary Market Or More Modern RePrint, So No Text Is Lost Or Omitted. This Item Will Be Sent Wrapped In Plastic, Taped Shut And In A = * * Padded Mailing Envelope * * To Prevent Shipping Damage So That It Will Arrive In The * * Description Described Which Applies To This B00K, Only. * = No Odors, No Writing, No Other Names, No Rippling, Not Stuck Together, Not X~Library, No Other Marks. = Will Make It, An Excellent Addition To Your Own Personal Library Collection, Or As A Gift, For The Discriminating Reader / Collector. = WORLD WIDE SHIPPING, AVAILABLE. Seller Inventory # 021983
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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
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