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Probability And Random Processes

Posted By: roxul
Probability And Random Processes

Geoffrey R. Grimmett, "Probability And Random Processes"
English | ISBN: 0198572220, 0198572239 | 2001 | 608 pages | PDF | 370 MB

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.
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