Probability and Random Processes / Edition 3

Probability and Random Processes / Edition 3

ISBN-10:
0198572220
ISBN-13:
9780198572220
Pub. Date:
08/28/2001
Publisher:
Oxford University Press
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Overview

Probability and Random Processes / Edition 3

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)

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

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