Probability and Random Processes with One Thousand Exercises in Probability

by David Stirzaker, Geoffrey Grimmett, Geoffrey R. Grimmett

Probability and Random Processes begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues, diffusions, (including stochastic calculus with It 's formula), renewals, stationary processes (including the ergodic theorem), and option pricing in mathematical finance...

• Format: Paperback
• Language: English
• ISBN: 0198847629
• ISBN13: 9780198847625
• Release Date: September 2020
• Publisher: Oxford University Press, USA
• Length: 1168 Pages
• Weight: 4.55 lbs.
• Dimensions: 2.2" x 7.0" x 9.6"