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One Thousand Exercises in Probability
- Third Edition
Engelsk
Bogcover for One Thousand Exercises in Probability af Professor David Stirzaker, Professor Geoffrey Grimmett, 9780198847618
Specifikationer
Sprog:
Engelsk
Sider:
592
ISBN-13:
9780198847618
Indbinding:
Paperback
ISBN-10:
0198847610
Kategori:
Udg. Dato:
16 jul 2020
Størrelse i cm:
24,1 x 17,1 x 3,0
Oplagsdato:
16 jul 2020

One Thousand Exercises in Probability

- Third Edition
Engelsk
Paperback 2020
Format:

Bog beskrivelse
This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ exercises contained within are not merely drill problems, but have been chosen to illustrate the concepts, illuminate the subject, and both inform and entertain the reader. A broad range of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary processes, renewals, queues, martingales, diffusions, Lévy processes, stability and self-similarity, time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance.The text is intended to serve students as a companion for elementary, intermediate, and advanced courses in probability, random processes and operations research. It will also be useful for anyone needing a source for large numbers of problems and questions in these fields. In particular, this book acts as a companion to the authors'' volume, Probability and Random Processes, fourth edition (OUP 2020).
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Specifikationer
Sprog:
Engelsk
Sider:
592
ISBN-13:
9780198847618
Indbinding:
Paperback
ISBN-10:
0198847610
Kategori:
Udg. Dato:
16 jul 2020
Størrelse i cm:
24,1 x 17,1 x 3,0
Oplagsdato:
16 jul 2020
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