One Thousand Exercises in Probability (BOK)

Geoffrey Grimmett

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This book is a revised, updated and greatly expanded version of the authors' "Probability and Random Processes: Problems and Solutions", first published in 1992. The 1000+ 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 student. Topics cover a broad range of subjects, including: elementary aspects of probability and random variables; sampling; Markov chains; convergence; stationary processes; renewals; queues; Martingales; diffusion; mathematical finance and the Black-Scholes model. This text is intended for general use, and to serve students as a companion text for elementary, intermediate and advanced courses in probability and random processes. Useful for anyone needing a large source of problems in these areas and at all levels. This book also acts as a companion volume to the new edition of Probability and Random Processes 3/e, (OUP - 2001), providing the solutions for the problems and exercises.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2001 Forfatter Geoffrey Grimmett
Forlag
OXFORD UNIVERSITY PRESS ACADEM
ISBN 9780198572213
Antall sider 448 Dimensjoner 17cm x 24cm x 2,4cm
Vekt 732 gram Leverandør Bertram Trading Ltd