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Probability and Random Processes

Probability and Random Processes
Author: Geoffrey R. Grimmett - David R. Stirzaker
ISBN 13: 9780198572220
ISBN 10: 198572220
Edition: 3
Publisher: Oxford University Press
Publication Date: 2001-08-02
Format: Paperback
Pages: 608
List Price: $85.00

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.