Probability and Random Processes

Grimmett, Geoffrey R.; Stirzaker, David R.

ISBN 10: 0198572239 / ISBN 13: 9780198572237

Published by Oxford University Press, 2001

About this Item

Book is in good condition and may include underlining highlighting and minimal wear. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service.

Seller Inventory # ZEV.0198572239.G

Bibliographic Details

• Title: Probability and Random Processes
• Publisher: Oxford University Press
• Publication Date: 2001
• Language: English
• ISBN 10: 0198572239
• ISBN 13: 9780198572237
• Binding: Hardcover
• Edition: 3rd Edition
• Condition: good

About this title

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.

About the Author

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