Synopsis
This book gives and 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, Statistical Laboratory, University of Cambridge. David Stirzaker, Mathematical Institute, Oxford University.
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Probability and Random Processes
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Oxford University Press, 2001
ISBN 10: 0198572239
ISBN 13: 9780198572237
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Hardcover
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Hardcover. Condition: Fine. 3rd Edition. This is a fine, unmarked, hardcover third edition, first printing copy, no DJ, blue spine. 596 pages with index. Seller Inventory # 104151
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Probability and Random Processes
Published by
Oxford University Press, 2001
ISBN 10: 0198572239
ISBN 13: 9780198572237
Used
Hardcover
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Probability and random processes.
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Oxford, Oxford University Press, 2006
ISBN 10: 0198572239
ISBN 13: 9780198572237
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Hardcover. 3. ed., reprinted, with corrections. 596 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. 9780198572237 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2149819