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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Detail Information

Series Title

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Call Number

519.2 Gri p

Publisher

Oxford : Oxford University Press., 2009

Collation

xii, 596 p. : ill. : ind. ; 24 cm.

Language

English

ISBN/ISSN

9780198572220

Classification

NONE

Content Type

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Media Type

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Carrier Type

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Edition

3rd edition

Subject(s)

Probabilities
Stochastic processes

Specific Detail Info

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Statement of Responsibility

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