Probability and Random Processes / Edition 3

Probability and Random Processes / Edition 3

by Geoffrey R. Grimmett, David R. Stirzaker
     
 

View All Available Formats & Editions

ISBN-10: 0198572220

ISBN-13: 9780198572220

Pub. Date: 08/28/2001

Publisher: Oxford University Press

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

Overview

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.

Product Details

ISBN-13:
9780198572220
Publisher:
Oxford University Press
Publication date:
08/28/2001
Edition description:
New Edition
Pages:
608
Product dimensions:
8.90(w) x 6.40(h) x 1.30(d)

Related Subjects

Table of Contents

1. Events and their probabilities
2. Random variables and their distribution
3. Discrete random variables
4. Continuous random variables
5. Generating functions and their applications
6. Markov chains
7. Convergence of random variables
8. Random processes
9. Stationary processes
10. Renewals
11. Queues
12. Martingales
13. Diffusion processes
Appendices
Bibliography
List of notation
Index

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >