Probability & Random Processes Fourth Edition
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Uitgever: Oxford University Press
Auteur:
Geoffrey Grimmett
David Stirzaker
Co-auteur:
Geoffrey R. Grimmett
- Engels
- Paperback
- 9780198847595
- 16 juli 2020
- 688 pagina's
Samenvatting
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
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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- Bindwijze
- Paperback
- Oorspronkelijke releasedatum
- 16 juli 2020
- Aantal pagina's
- 688
- Illustraties
- Nee
Betrokkenen
- Hoofdauteur
- Geoffrey Grimmett
- Tweede Auteur
- David Stirzaker
- Co Auteur
- Geoffrey R. Grimmett
- Hoofduitgeverij
- Oxford University Press
Vertaling
- Originele titel
- Probability and Random Processes
Overige kenmerken
- Editie
- 4
- Extra groot lettertype
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- 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
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- 9780198847595
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