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Probability and Random Processes - Grimmett & Stirzaker

£24.99

Product 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.

Item details

Added value:
596
Author(s):
Grimmett and Stirzaker
Condition:
As new
Format:
Paperback
ISBN-13:
9780198572220
Publisher:
Oxford
Title:
Probability and Random Processes

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About this item

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.

Added value:
596
Author(s):
Grimmett and Stirzaker
Condition:
As new
Format:
Paperback
ISBN-13:
9780198572220
Publisher:
Oxford
Title:
Probability and Random Processes

Delivery & returns

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