Probability and Random Processes

Stirzaker, David R.,Grimmett, Geoffrey R.

ISBN 10: 0198572220 / ISBN 13: 9780198572220

Edité par Oxford University Press, 2001

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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.

À propos de l?auteur: Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.

Détails bibliographiques

Titre : Probability and Random Processes
Éditeur : Oxford University Press
Date d'édition : 2001
Reliure : Paperback
Etat : Good
Edition : 3ème Édition