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Probability and Random Processes - 9780198572220
Un libro in lingua di Geoffrey Grimmett David Stirzaker edito da Oxford University Press, 2001
- € 90.30
- Il prezzo è variabile in funzione del cambio della valuta d’origine
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.
Informazioni bibliografiche
- Titolo del Libro in lingua: Probability and Random Processes
- Lingua: English
- Autori : Geoffrey Grimmett David Stirzaker
- Editore: Oxford University Press
- Data di Pubblicazione: 02 Agosto '01
- Genere: MATHEMATICS
- ISBN-10: 0198572220
- EAN-13: 9780198572220