Probability random processes

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Probability is a core topic in science and life. This successful self-contained volume leads the reader from the foundations of probability theory and random processes to advanced topics and it presents a mathematical treatment with many applications to real-life situations.



The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is aimed at mathematics undergraduates and postgraduates, and has four main aims. US BL To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities. BE BL To discuss important random processes in depth with many examples.BE BL To cover a range of topics that are significant and interesting but less routine. BE BL To impart to the beginner some flavour of advanced work.BE UE OP The book begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues, diffusions, (including stochastic calculus with Itô's formula), renewals, stationary processes (including the ergodic theorem), and option pricing in mathematical finance using the Black-Scholes formula. Further, in this new revised fourth edition, there are sections on coupling from the past, Lévy processes, self-similarity and stability, time changes, and the holding-time/jump-chain construction of continuous-time Markov chains. Finally, the number of exercises and problems has been increased by around 300 to a total of about 1300, and many of the existing exercises have been refreshed by additional parts. The solutions to these exercises and problems can be found in the companion volume, One Thousand Exercises in Probability, third edition, (OUP 2020).CP

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Probability and Random Processes

Rating: 0 / 5 | Prijs: € 95.31

Probability is a core topic in science and life this successful self contained volume leads the reader from the foundations of probability theory and random processes to advanced topics and it presents a mathematical treatment with many applications to real life situations the fourth edition of th 2 - 3 weken .. MEER INFO

Probability & Random Processes

Rating: 0 / 5 | Prijs: € 43.4

The third edition of this successful text gives a rigorous introduction to probability theory and the discussion of the most important random processes in some depth it includes various topics which are suitable for undergraduate courses but are not routinely taught it is suitable to the beginner Op voorraad. Voor 15:00 uur besteld, zaterdag in huis .. MEER INFO

One Thousand Exercises in Probability

Rating: 0 / 5 | Prijs: € 40.99

This volume of more than 1300 exercises and solutions in probability theory has two roles it is both a freestanding book of exercises and solutions in probability theory and a manual for students and teachers covering the exercises and problems in the companion volume probability and random proces 2 - 3 weken .. MEER INFO

Taal: en

Bindwijze: Paperback

Oorspronkelijke releasedatum: 16 juli 2020

Aantal pagina's: 688

Illustraties: Nee

Hoofdauteur: Geoffrey Grimmett

Tweede Auteur: David Stirzaker

Co Auteur: Geoffrey R. Grimmett

Hoofduitgeverij: Oxford University Press

Originele titel: Probability and Random Processes

Editie: 4

Extra groot lettertype: Nee

Product breedte: 174 mm

Product hoogte: 28 mm

Product lengte: 244 mm

Studieboek: Ja

Verpakking breedte: 174 mm

Verpakking hoogte: 28 mm

Verpakking lengte: 244 mm

Verpakkingsgewicht: 1190 g

EAN: 9780198847595

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