One Thousand Exercises in Probability : Third Edition PDF
by Geoffrey Grimmett, David Stirzaker
Description
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).
Information
-
Download - Immediately Available
- Format:PDF
- Pages:480 pages
- Publisher:OUP Oxford
- Publication Date:03/07/2020
- Category:
- ISBN:9780192586872
Information
-
Download - Immediately Available
- Format:PDF
- Pages:480 pages
- Publisher:OUP Oxford
- Publication Date:03/07/2020
- Category:
- ISBN:9780192586872
