Probability and random processes

Clarendon Press, 1985 - 354페이지
0 서평
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 sectionson 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 Exercisesin Probability.

도서 본문에서

다른 사람들의 의견 - 서평 쓰기

서평을 찾을 수 없습니다.


Events and their probabilities
Random variables and their distributions
Continuous random variables

표시되지 않은 섹션 10개

기타 출판본 - 모두 보기

자주 나오는 단어 및 구문

이 책을 참조한 자료

Statistics in Human Genetics
Pak Sham
미리보기 없음 - 1998
모든 도서검색 결과 »

저자 정보 (1985)

Geoffrey Grimmett is Professor of Mathematical Statistics in the Statistical Laboratory at the University of Cambridge.

도서 문헌정보