Probability and Random Processes

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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.

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Probability and Random Processes, Geoffrey R. Grimmett, David R. Stirzaker, 3ed,.pdf (12.64 MB, 需要: 20 个论坛币)

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Editorial ReviewsReview

"Since its first appearance in 1982, Probability and Random Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance.It is aimed mainly at final-year honours students and graduate students, but it goes beyond this level, and all serious mathematicians and academic libraries should own a copy ... the companion book of exercises is cleverly conceived and ... form(s) a perfect complement to the main text. " Times Higher Education Supplement

About the Author

Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.

Product Details

• Paperback: 608 pages
• Publisher: Oxford University Press; 3 edition (August 2, 2001)
• Language: English
• ISBN-10: 0198572220
• ISBN-13: 978-0198572220
• Product Dimensions: 8.9 x 1.3 x 6.4 inches
  

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Probability and Random Processes

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Probability and Random Processes

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