9780198572220

Probability and Random Processes

  • ISBN 13:

    9780198572220

  • ISBN 10:

    0198572220

  • Edition: 3rd
  • Format: Paperback
  • Copyright: 08/02/2001
  • Publisher: Oxford University Press

Note: Not guaranteed to come with supplemental materials (access cards, study guides, lab manuals, CDs, etc.)

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Summary

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.

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