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Probability and Random Processes No ratings yet.

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Created/Published/Taught by:
Geoffrey R. Grimmett
David R. Stirzaker
Oxford University Press

Content Found Via:
Honglang Wang

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$29.51 - $55.60

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“This book gives an introduction to probability and its many practical applications 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, queuing 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.

Recommended Prerequisites: none specified

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