One thousand exercises in probability
"This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ exercises contained within are not merely drill problems, but have been chosen to illustrate the concepts, illuminate the subject, and both inform and entertain the reader. A broad range of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary processes, renewals, queues, martingales…
Read More ↓Title Statements
- Full title :One thousand exercises in probability / Geoffrey R. Grimmett, David R. Stirzaker.
Summary
"This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ exercises contained within are not merely drill problems, but have been chosen to illustrate the concepts, illuminate the subject, and both inform and entertain the reader. A broad range of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary processes, renewals, queues, martingales, diffusions, Lévy processes, stability and self-similarity, time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance. The text is intended to serve students as a companion for elementary, intermediate, and advanced courses in probability, random processes and operations research. It will also be useful for anyone needing a source for large numbers of problems and questions in these fields. In particular, this book acts as a companion to the authors' volume, Probability and Random Processes, fourth edition (OUP 2020)." -- Page 4 de la couverture
Read More ↓Edition Statements
- Publication Date:2020.
- Edition:Third edition
Publication Statements
- Publisher(s):Oxford University Press
- Place of Publication:Oxford
- Language:eng
- Publication Date:2020.
Notes
Titre provenant des métadonnées fournies par l'éditeur.
Ce livre contient les solutions des exercices et problèmes de l'ouvrage "Probability and Random Processes" 4th edition, Geoffrey R. Grimmett and David R. Stirzaker, 2020"
The Physical Object
- Description:xii, 580 pages ; : 25 cm
Edition Identifiers
- ISBN:9780198847618, 0198847610, 9780198847625, 0198847629
- oclc:on1224023743
- LC Classification:QA273.25
- Dewey Decimal:519.2
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