One thousand exercises in probability
The companion volume to Probability and Random Processes, 3rd Edition this book contains 1000+ exercises on the subjects of elelmentary aspects of probability and random variables, sampling, Markov chains, convergence, stationary processes, renewals, queues, Martingales, Diffusion, Mathematical finanace and the Black-Scholes model.
Read More ↓Title Statements
- Full title :One thousand exercises in probability / Geoffrey R. Grimmett and David R. Stirzaker.
Summary
The companion volume to Probability and Random Processes, 3rd Edition this book contains 1000+ exercises on the subjects of elelmentary aspects of probability and random variables, sampling, Markov chains, convergence, stationary processes, renewals, queues, Martingales, Diffusion, Mathematical finanace and the Black-Scholes model.
Read More ↓Edition Statements
- Publication Date:2001.
Publication Statements
- Publisher(s):Oxford University Press
- Place of Publication:Oxford
- Language:eng
- Publication Date:2001.
The Physical Object
- Description:x, 438 pages ; : 25 cm
Edition Identifiers
- ISBN:0198572212, 9780198572213
- oclc:ocm46991041
- LC Classification:QA273.25
- Dewey Decimal:519.2/076
Table of Contents
Events and their probabilities -- Random variables and their distribution -- Discrete random variables -- Continuous random variables -- Generating functions and their applications -- Markov chains -- Convergence or fandom variables -- Random processes -- Stationary processes -- Renewals -- Queues -- Martingales -- Diffusion Processes -- Table of Distributions.
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