Probability and Random Processes

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9780198572220: Probability and Random Processes

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

About the Author:

Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.

Review:

"Since its first appearance in 1982, Probability and Random Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance.It is aimed mainly at final-year honours students and graduate students, but it goes beyond this
level, and all serious mathematicians and academic libraries should own a copy ... the companion book of exercises is cleverly conceived and ... form(s) a perfect complement to the main text. " Times Higher Education Supplement

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1.

Grimmett, Geoffrey R.; Stirzaker, David R.
Editore: Oxford University Press, U.S.A.
ISBN 10: 0198572220 ISBN 13: 9780198572220
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CHUTATIP NGAMSUDCHAI
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Descrizione libro Oxford University Press, U.S.A. Soft cover. Condizione libro: New. 3rd Edition. Brand New. ship within 48 hours by Fedex/DHL express service to US within 3-5 business days.We do not ship to Po Box, APO and FPO address. Codice libro della libreria 004315

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2.

Grimmett, Geoffrey R.; Stirzaker, David R.
Editore: Oxford University Press, U.S.A. (2001)
ISBN 10: 0198572220 ISBN 13: 9780198572220
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Descrizione libro Oxford University Press, U.S.A., 2001. Soft cover. Condizione libro: New. 3rd Edition. Brand New Original US Edition Soft Cover Books. Delivered by Fedex/DHL in 3-5 business days with tracking number. Codice libro della libreria 003179

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3.

Geoffrey Grimmett, David Stirzaker
Editore: OUP Oxford 2001-05-31, Oxford (2001)
ISBN 10: 0198572220 ISBN 13: 9780198572220
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Descrizione libro OUP Oxford 2001-05-31, Oxford, 2001. paperback. Condizione libro: New. Codice libro della libreria 9780198572220

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Geoffrey Grimmett, David Stirzaker
Editore: Oxford University Press, United Kingdom (2001)
ISBN 10: 0198572220 ISBN 13: 9780198572220
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Descrizione libro Oxford University Press, United Kingdom, 2001. Paperback. Condizione libro: New. 3rd Revised edition. Language: English . Brand New Book. 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, and provides a taste and encouragement for more advanced work. There are four main aims: 1) to provide a thorough but straightforward account of basic probability, giving the reader a natural feel for the subject unburdened by oppressive technicalities, 2) to discuss important random processes in depth with many examples. 3) to cover a range of important but less routine topics, 4) to impart to the beginner the flavour of more advanced work. The books begins with basic ideas common to many undergraduate courses in mathematics, statistics and the sciences; in concludes with topics usually found at graduate level. The ordering and numbering of material in this third edition has been mostly preserved from the second. Minor alterations and additions have been added for clearer exposition.Highlights include new sections on sampling and Markov chain Monte Carlo, geometric probability, coupling and Poisson approximation, large deviations, spatial Poisson processes, renewal-reward, queueing networks, stochastic calculus, Ito s formula and option pricing in the Black-Scholes model for financial markets. In addition there are many (nearly 400) new exercises and problems that are entertaining and instructive; their solutions can be found in the companion volume One Thousand Exercises in Probability , (OUP 2001). Codice libro della libreria AOP9780198572220

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Geoffrey Grimmett, David Stirzaker
Editore: Oxford University Press, United Kingdom (2001)
ISBN 10: 0198572220 ISBN 13: 9780198572220
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Descrizione libro Oxford University Press, United Kingdom, 2001. Paperback. Condizione libro: New. 3rd Revised edition. Language: English . Brand New Book. 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, and provides a taste and encouragement for more advanced work. There are four main aims: 1) to provide a thorough but straightforward account of basic probability, giving the reader a natural feel for the subject unburdened by oppressive technicalities, 2) to discuss important random processes in depth with many examples. 3) to cover a range of important but less routine topics, 4) to impart to the beginner the flavour of more advanced work. The books begins with basic ideas common to many undergraduate courses in mathematics, statistics and the sciences; in concludes with topics usually found at graduate level. The ordering and numbering of material in this third edition has been mostly preserved from the second. Minor alterations and additions have been added for clearer exposition.Highlights include new sections on sampling and Markov chain Monte Carlo, geometric probability, coupling and Poisson approximation, large deviations, spatial Poisson processes, renewal-reward, queueing networks, stochastic calculus, Ito s formula and option pricing in the Black-Scholes model for financial markets. In addition there are many (nearly 400) new exercises and problems that are entertaining and instructive; their solutions can be found in the companion volume One Thousand Exercises in Probability , (OUP 2001). Codice libro della libreria AOP9780198572220

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Grimmett, Geoffrey
Editore: OUP Oxford (2001)
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Descrizione libro OUP Oxford, 2001. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FU-9780198572220

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Geoffrey Grimmett,David Stirzaker
Editore: OUP Oxford 2001-05-31 (2001)
ISBN 10: 0198572220 ISBN 13: 9780198572220
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Descrizione libro OUP Oxford 2001-05-31, 2001. Paperback. Condizione libro: New. Codice libro della libreria NU-GRD-02911760

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Grimmett, Geoffrey; Stirzaker, David
Editore: Oxford University Press (2001)
ISBN 10: 0198572220 ISBN 13: 9780198572220
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Descrizione libro Oxford University Press, 2001. Condizione libro: New. 2001. 3rd Edition. Paperback. Provides an introduction to probability and random processes and their practical applications. This third edition emphasizes modeling and understanding rather than abstraction. Many important random processes are developed in the text through examples. It includes exercises and problems, with solutions provided in the companion volume. Num Pages: 608 pages, bibliography, index. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 239 x 168 x 32. Weight in Grams: 842. . . . . . . Codice libro della libreria V9780198572220

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Geoffrey Grimmett, David Stirzaker
Editore: Oxford University Press
ISBN 10: 0198572220 ISBN 13: 9780198572220
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Descrizione libro Oxford University Press. Paperback. Condizione libro: new. BRAND NEW, Probability and Random Processes (3rd Revised edition), Geoffrey Grimmett, David Stirzaker, 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, and provides a taste and encouragement for more advanced work. There are four main aims: 1) to provide a thorough but straightforward account of basic probability, giving the reader a natural feel for the subject unburdened by oppressive technicalities, 2) to discuss important random processes in depth with many examples. 3) to cover a range of important but less routine topics, 4) to impart to the beginner the flavour of more advanced work. The books begins with basic ideas common to many undergraduate courses in mathematics, statistics and the sciences; in concludes with topics usually found at graduate level. The ordering and numbering of material in this third edition has been mostly preserved from the second. Minor alterations and additions have been added for clearer exposition. Highlights include new sections on sampling and Markov chain Monte Carlo, geometric probability, coupling and Poisson approximation, large deviations, spatial Poisson processes, renewal-reward, queueing networks, stochastic calculus, Ito's formula and option pricing in the Black-Scholes model for financial markets. In addition there are many (nearly 400) new exercises and problems that are entertaining and instructive; their solutions can be found in the companion volume 'One Thousand Exercises in Probability', (OUP 2001). Codice libro della libreria B9780198572220

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Geoffrey R. Grimmett; David R. Stirzaker
ISBN 10: 0198572220 ISBN 13: 9780198572220
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Descrizione libro Condizione libro: New. Bookseller Inventory # ST0198572220. Codice libro della libreria ST0198572220

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