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Probability and Random Processes

Geoffrey R. Grimmett, David R. Stirzaker




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 | #177585 in Books |  imusti |  2001-08-02 | Original language:English | PDF # 1 |  6.40 x1.30 x8.90l,2.04 | File type: PDF | 608 pages

 | Oxford University Press USA

||24 of 24 people found the following review helpful.| Great book for advanced students in probability|By Ilya Shutman|As many reviewers have pointed out, this book may be too advanced for a beginner student, but it is truly the best for a graduate student or anyone else with solid background in Mathematics and some knowledge of Probability. When I took the course based on this book I already covered Advanced Calculus (Rudin) and| |"Since its first appearance in 1982, Probability and Random Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance.It is aimed mainly at final-year honours students and graduate stu

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, ...

You easily download any file type for your device.Probability and Random Processes   |  Geoffrey R. Grimmett, David R. Stirzaker.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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