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Original Essays | November 9, 2009

Jesse Bullington: IMG Abash'd the Devil Stood

0 comments By Jesse Bullington

I don't believe in evil. It's a word I use, certainly, because words are shortcuts and we all take the short way round from time to time, but that's... Continue »
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    The Sad Tale of the Brothers Grossbart

    Jesse Bullington
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Probability and Random Processes (3RD 01 Edition)

by Geoffrey R. Grimmett

Probability and Random Processes (3RD 01 Edition) Cover
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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.
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Table of Contents

1. Events and their Probabilities


2. Random Variables and their Distributions


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


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Product Details

ISBN:
9780198572220
Author:
Grimmett, Geoffrey R.
Publisher:
Oxford University Press, USA
Author:
Grimmett, Geoffrey R.
Author:
Grimmett, Geoffrey
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
Edition Number:
3
Edition Description:
Third
Series Volume:
[5]
Publication Date:
August 2001
Binding:
Paperback
Grade Level:
College/higher education:
Language:
English
Illustrations:
Y
Pages:
608
Dimensions:
9.28x6.66x1.27 in. 2.04 lbs.
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