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Probability & Statistics

Probability and Random Processes

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Probability and Random Processes

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.
Country USA
Brand OXFORD UNIVERSITY PRESS
Manufacturer Oxford University Press
Binding Paperback
ItemPartNumber 14945154
UnitCount 1
EANs 9780198572220
ReleaseDate 0000-00-00

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