Synopses & Reviews
The companion volume to Probability and Random Processes, 3rd Edition this book contains 1000+ exercises on the subjects of elelmentary aspects of probability and random variables, sampling, Markov chains, convergence, stationary processes, renewals, queues, Martingales, Diffusion, Mathematical finanace and the Black-Scholes model.
Description
Includes bibliographical references (p. 429) 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 or fandom variables
8. Random processes
9. Stationary processes
10. Renewals
11. Queues
12. Martingales
13. Diffusion Processes
Table of Distributions
Bibliography
Index