Probability and Random Processes

Grimmett, Geoffrey R.; Stirzaker, David R.

ISBN 10: 0198572220 / ISBN 13: 9780198572220

Published by Oxford University Press, 2001

About this Item

This copy has clearly been enjoyedâ expect noticeable shelf wear and some minor creases to the cover. Binding is strong, and all pages are legible. May contain previous library markings or stamps.

Seller Inventory # DBV.0198572220.A

Bibliographic Details

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

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.