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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.
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About the Author
Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.
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Probability And Random Processes
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Oxford University Press, 2001
ISBN 10: 0198572220
ISBN 13: 9780198572220
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Probability and Random Processes
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Probability And Random Process
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Oxford University Press, 2001
ISBN 10: 0198572220
ISBN 13: 9780198572220
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Probability and Random Processes
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ISBN 13: 9780198572220
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Probability and Random Processes
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ISBN 10: 0198572220
ISBN 13: 9780198572220
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Probability And Random Processes
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ISBN 13: 9780198572220
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Probability And Random Processes
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ISBN 10: 0198572220
ISBN 13: 9780198572220
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Probability and Random Processes
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ISBN 10: 0198572220
ISBN 13: 9780198572220
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ISBN 10: 0198572220
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