Probability and 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 & Random Processes

Rating: 0 / 5 | Prijs: € 54.99

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 Op voorraad. Voor 23:59 besteld, morgen in huis .. MEER INFO

Self-Blame and Moral Responsibility

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Self blame is an integral part of our lives we often blame ourselves for our failings and experience familiar unpleasant emotions such as guilt shame regret or remorse self blame is also what we often aim for when we blame others we want the people we blame to recognize their wrongdoing and bl 2 - 3 weken .. MEER INFO

On Believing: Being Right in a World of Possibilities

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Developing original accounts of the many aspects of belief on believing puts the believer at the heart of the story developing a novel account of the normativity of belief hunter argues that the ethics of belief concern how a believer ought to be positioned in a world of possibilities developing Uiterlijk 21 november in huis .. MEER INFO

Taal: en

Bindwijze: Hardcover

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: 179 mm

Product hoogte: 33 mm

Product lengte: 253 mm

Studieboek: Ja

Verpakking breedte: 179 mm

Verpakking hoogte: 33 mm

Verpakking lengte: 253 mm

Verpakkingsgewicht: 1346 g

EAN: 9780198847601

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