Name: Probability And Random Processes 3rd Edition
Author: Geoffrey R. Grimmett (Author)
ISBN: 9780198572220

Probability And Random Processes 3rd Edition book cover

Probability And Random Processes 3rd Edition

Author(s): Geoffrey R. Grimmett (Author)

Publisher: Oxford University Press, U.S.A.
Publication Date: 2 Aug. 2001
Edition: 3rd
Language: English
Print length: 608 pages
ISBN-10: 0198572220
ISBN-13: 9780198572220

Book Description

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.

Editorial Reviews

Review

… aims to be a full and comprehensive account of (almost all) the probability theory and stochastic processes one could hope to teach to undergraduates … Much new material has been included in this third edition to reflect recent developments in the subject … As well as its masterful coverage of the material, the book has many appealing stylistic features … extremely valuable in finding good proofs of theorems which are dealt with rather cursorily in other textbooks., The Mathematical Gazette

One of the strong features of the book is its large collection of interesting exercises, which has been greatly expanded in this new edition so that there are now over one thousand exercises. These are conveniently collected together in a separate volume that includes full solutions., Biometrics

As well as its masterful coverage of the material, the book has many appealing stylistic features., Mathematical Gazette

This is definitely one of my favourites as a textbook … a wealth of interesting teaching material at all levels., Short Book Reviews of the ISI

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 students, but it goes beyond this level, and all serious mathematicians and academic libraries should own a copy … the companion book of exercises is cleverly conceived and … form(s) a perfect complement to the main text., Times Higher Education Supplement

About the Author

Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.

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Probability And Random Processes 3rd Edition

Book Description

Editorial Reviews

Review

About the Author

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