Probability and Random Processes
ISBN-13:
9780198572220
ISBN-10:
0198572220
Edition:
3
Author:
Geoffrey R. Grimmett, David R. Stirzaker
Publication date:
2001
Publisher:
Oxford University Press
Format:
Paperback
608 pages
Category:
Applied
,
Mathematics
FREE US shipping
Book details
ISBN-13:
9780198572220
ISBN-10:
0198572220
Edition:
3
Author:
Geoffrey R. Grimmett, David R. Stirzaker
Publication date:
2001
Publisher:
Oxford University Press
Format:
Paperback
608 pages
Category:
Applied
,
Mathematics
Summary
Probability and Random Processes (ISBN-13: 9780198572220 and ISBN-10: 0198572220), written by authors
Geoffrey R. Grimmett, David R. Stirzaker, was published by Oxford University Press in 2001.
With an overall rating of 3.7 stars, it's a notable title among other
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Description
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.
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