Probability and Random Processes
Language: English
Published by Oxford University Press, 2020
- Softcover
- Used
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.World of Books (was SecondSale)
AbeBooks seller since December 20, 2007
Condition: Used - Good
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Add to basketItem description from seller
Probability is a core topic in science and life. This successful self-contained volume leads the reader from the foundations of probability theory and random processes to advanced topics and it presents a mathematical treatment with many applications to real-life situations.
Seller Inventory # 00106048538
- Title
- Probability and Random Processes
- Author
- Geoffrey Grimmett
- Publisher
- Oxford University Press
- Publication year
- 2020
- Condition
- Good
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0198847599
- ISBN 13
- 9780198847595
- Edition
- 4th Edition
US BL To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities. BE BL To discuss important random processes in depth with many examples.BE BL To cover a range of topics that are significant and interesting but less routine. BE BL To impart to the beginner some flavour of advanced work.BE UE
OP The book begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues, diffusions, (including stochastic calculus with Itô's formula), renewals, stationary processes (including the ergodic theorem), and option pricing in mathematical finance using the Black-Scholes formula. Further, in this new revised fourth edition, there are sections on coupling from the past, Lévy processes, self-similarity and stability, time changes, and the holding-time/jump-chain construction of continuous-time Markov chains. Finally, the number of exercises and problems has been increased by around 300 to a total of about 1300, and many of the existing exercises have been refreshed by additional parts. The solutions to these exercises and problems can be found in the companion volume, One Thousand Exercises in Probability, third edition, (OUP 2020).CP
"Synopsis" may belong to another edition of this title.
About the Author
David Stirzaker was educated at Oxford University and Berkeley before being appointed as Fellow and Tutor in Applied Mathematics at St John's College, Oxford. He is now an Emeritus Research Fellow at St John's College, and an Emeritus Professor at the Mathematical Institute, Oxford. He has written five textbooks on probability and random processes, two of them jointly with Geoffrey Grimmett. Most recently, (2015), he has written The Cambridge Dictionary of Probability and its Applications.
"About the title" may belong to another edition of this title.
World of Books (was SecondSale)
Montgomery, IL, U.S.A.
AbeBooks seller since December 20, 2007
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