Probability and Random Processes by David Stirzaker, Geoffrey Grimmett (Paperback, 2001)

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Product Description : 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 renewalreward queueing networks stochastic calculus and option pricing in the BlackScholes 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

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'One of the strong features of the book is its large collection of interesting exercises, which has been greatly expanded in this new edition so that there are now over one thousand exercises. These are conveniently collected together in a separate volume that includes full solutions.' -Biometrics 'As well as its masterful coverage of the material, the book has many appealing stylistic features.' -Mathematical Gazette 'This is definitely one of my favourites as a textbook... a wealth of interesting teaching material at all levels.' -Short Book Reviews of the ISI '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 SupplementThis new edition of this highly successful text gives a rigourous and extensive introduction to probability theory and an account in some depth of the most important random processes. The book begins with basic ideas common to many undergraduate courses in mathematics, statistics and the sciences

Product Identifiers

PublisherOxford University Press
ISBN-139780198572220
eBay Product ID (ePID)90254564

Product Key Features

Number of Pages608 Pages
Publication NameProbability and Random Processes
LanguageEnglish
SubjectMathematics
Publication Year2001
TypeTextbook
AuthorDavid Stirzaker, Geoffrey Grimmett
FormatPaperback

Dimensions

Item Height239 mm
Item Weight989 g
Item Width168 mm

Additional Product Features

Country/Region of ManufactureUnited Kingdom
Title_AuthorDavid Stirzaker, Geoffrey Grimmett

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