Probability and Random Processes

Grimmett, Geoffrey & David Stirzaker

ISBN 10: 0198572220 / ISBN 13: 9780198572220

Published by Oxford University Press, 2001

About this Item

No highlighting, writing or other marks detected on pages. Contains minor wear and other blemishes that may include slight scuffing, curling, and/or fraying on the corners of the cover.; 1.3 X 8.9 X 6.4 inches; 608 pages.

Seller Inventory # Z5-PGSZ-34DG

Bibliographic Details

• Title: Probability and Random Processes
• Publisher: Oxford University Press
• Publication Date: 2001
• Language: English
• ISBN 10: 0198572220
• ISBN 13: 9780198572220
• Binding: Paperback
• Edition: 3rd Edition
• Condition: Very Good

About this title

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.

About the Author

Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.