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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Probability and Random Processes
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PROBABILITY and RANDOM PROCESSES *
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Soft cover. Etat : Near Fine. 2009 Book: Near Fine/ (illustrateur). 3rd Edition. Book: Near Fine/ $51.82 9780198572220 PROBABILITY and RANDOM PROCESSES * GRIMMETT, Geoffrey R.; STIRZAKER, David R. Oxford University Press Various Locations * * * * * 2009 3rD Edition, 14tH Printing Tall Wide Thick S/c Dark Blue Ends, Pictorial Center Spine With Title In 0ff~White And Lighter Blue Colored Letters, Soft Cover Book: Near Fine/ Condition, Slight Shelf, Edge And Corner Wear. Prior Owners Name Written Inside Front Cover. 596 Numbered Pages Printed On 0ff~White Paper, In Fine/ Condition, Lightly Viewed, Clean And Tight To The Spine. Corners Are Square, Spine Is Tight. This Is * * An Original Edition, * * Not A Secondary Market Or More Modern RePrint, So No Text Is Lost Or Omitted. This Item Will Be Sent Wrapped In Plastic, Taped Shut And In A = * * Padded Mailing Envelope * * To Prevent Shipping Damage So That It Will Arrive In The * * Description Described Which Applies To This B00K, Only. * = No Odors, No Writing, No Other Names, No Rippling, Not Stuck Together, Not X~Library, No Other Marks. = Will Make It, An Excellent Addition To Your Own Personal Library Collection, Or As A Gift, For The Discriminating Reader / Collector. = WORLD WIDE SHIPPING, AVAILABLE. N° de réf. du vendeur 021983
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Probability And Random Processes
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ISBN 13 : 9780198572220
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Paperback. Etat : Fair. The third edition of this successful text gives a rigorous introduction to probability theory and the discussion of the most important random processes in some depth. It includes various topics which are suitable for undergraduate courses, but are not routinely taught. It is suitable to the beginner, and provides a taste and encouragement for more advanced work. There are four main aims: 1) to provide a thorough but straightforward account of basic probability, giving the reader a natural feel for the subject unburdened by oppressive technicalities, 2) to discuss important random processes in depth with many examples. 3) to cover a range of important but less routine topics, 4) to impart to the beginner the flavour of more advanced work. The books begins with basic ideas common to many undergraduate courses in mathematics, statistics and the sciences; in concludes with topics usually found at graduate level. The ordering and numbering of material in this third edition has been mostly preserved from the second. Minor alterations and additions have been added for clearer exposition. Highlights include new sections on sampling and Markov chain Monte Carlo, geometric probability, coupling and Poisson approximation, large deviations, spatial Poisson processes, renewal-reward, queueing networks, stochastic calculus, Ito's formula and option pricing in the Black-Scholes model for financial markets. In addition there are many (nearly 400) new exercises and problems that are entertaining and instructive; their solutions can be found in the companion volume 'One Thousand Exercises in Probability', (OUP 2001). A readable copy of the book which may include some defects such as highlighting and notes. Cover and pages may be creased and show discolouration. N° de réf. du vendeur GOR003848534
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Probability and Random Processes
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