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2 Remote Warehouse Mathematics- Probability and Statistics

Probability and Random Processes

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Probability and Random Processes Cover

 

Synopses & Reviews

Publisher Comments:

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.

Description:

Includes bibliographical references (p. [580]-582) and index.

Table of Contents

1. Events and their probabilities

2. Random variables and their distribution

3. Discrete random variables

4. Continuous random variables

5. Generating functions and their applications

6. Markov chains

7. Convergence of random variables

8. Random processes

9. Stationary processes

10. Renewals

11. Queues

12. Martingales

13. Diffusion processes

Appendices

Bibliography

List of notation

Index

Product Details

ISBN:
9780198572220
Author:
Grimmett, Geoffrey
Publisher:
Oxford University Press, USA
Author:
Grimmett, Geoffrey R.
Author:
null, Geoffrey R.
Author:
null, David R.
Author:
Stirzaker, David R.
Location:
Oxford
Subject:
Statistics
Subject:
Probability
Subject:
Probabilities
Subject:
Stochastic processes
Subject:
Probability & Statistics - General
Subject:
Mathematics | Probability
Subject:
Mathematics | Probability and Statistics
Subject:
Mathematics | Probability & Statistics
Edition Number:
3
Edition Description:
Third
Series Volume:
[5]
Publication Date:
20010831
Binding:
TRADE PAPER
Grade Level:
College/higher education:
Language:
English
Illustrations:
20 line illus
Pages:
608
Dimensions:
6.4 x 8.9 x 1.3 in 2.275 lb

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Related Subjects


Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Probability Theory
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

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