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One Thousand Exercises in Probability Geoffrey Grimmett (Statistical Laboratory, University of Cambridge)

One Thousand Exercises in Probability von Geoffrey Grimmett (Statistical Laboratory, University of Cambridge)

One Thousand Exercises in Probability Geoffrey Grimmett (Statistical Laboratory, University of Cambridge)

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Zusammenfassung

Provides a selection of informative problems, together with their solution. This edition of the popular exercise manual includes modeling and many applications of probability theory, as well as theoretical aspects. There are questions at all ability levels, the majority being of elementary or intermediate standard.

One Thousand Exercises in Probability Zusammenfassung

One Thousand Exercises in Probability Geoffrey Grimmett (Statistical Laboratory, University of Cambridge)

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.

One Thousand Exercises in Probability Bewertungen

A useful source of exercises and problems from probability theory and random process. I have read it with great pleasure and can recommend it to students and teachers. * EMS *

Inhaltsverzeichnis

1. Events and their probabilities ; 2. Random variables and their distribution ; 3. Discrete randon variables ; 4. Continuous random variables ; 5. Generating functions and their applications ; 6. Markov chains ; 7. Convergence of random variables ; 8. Random processes ; 9. Stationary processes ; 10. Renewals ; 11. Queues ; 12. Martingales ; 13. Diffusion processes ; Table of distributions ; Bibliography ; Index

Zusätzliche Informationen

GOR002761205
9780198572213
0198572212
One Thousand Exercises in Probability Geoffrey Grimmett (Statistical Laboratory, University of Cambridge)
Geoffrey Grimmett (Statistical Laboratory, University of Cambridge)
Gebraucht - Sehr Gut
Broschiert
Oxford University Press
2001-05-24
448
N/A
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