Probability and Random Processes
Stirzaker, David R.,Grimmett, Geoffrey R.
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Language: English
Published by Oxford University Press, 2001
- Softcover
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- Title
- Probability and Random Processes
- Author
- Stirzaker, David R.,Grimmett, Geoffrey R.
- Publisher
- Oxford University Press
- Publication year
- 2001
- Condition
- Good
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0198572220
- ISBN 13
- 9780198572220
- Edition
- 3rd Edition
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.
"Synopsis" may belong to another edition of this title.
About the Author
Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.
"About the title" may belong to another edition of this title.
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