Science & Mathematics
Probability and Random Processes with One Thousand Exercises in Probability (English, Geoffrey Grimmett | David Stirzaker)
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About the Book
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 Itô's formula), renewals, stationary processes (including the ergodic theorem), and option pricing in mathematical fin…
ISBN: 9780198847625
Book Specifications
| ISBN-13 | 9780198847625 |
| ISBN-10 | 0198847629 |
| Publisher | Oxford University Press |
| Category | Science & Mathematics |
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