Probability and Random Processes
Geoffrey R. Grimmett (Author), David R. Stirzaker (Author)
Book Description
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
- Paperback: 608 pages
- Publisher: Oxford University Press, USA; 3 edition (August 2, 2001)
- Language: English
- ISBN-10: 0198572220
- ISBN-13: 978-0198572220
- Product Dimensions: 9.4 x 6.6 x 1.3 inches
概率-Probability and Random Processes 3ed-G. Grimmett, D. Stirzaker (Oxford, 200.pdf
(4.49 MB, 需要: 10 个论坛币)



雷达卡




京公网安备 11010802022788号







