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One Thousand Exercises in Probability
Geoffrey GrimmettDavid Stirzaker
其他書名
Third Edition
出版Oxford University Press, 2020-07-03
主題Mathematics / GeneralMathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN01925868749780192586872
URLhttp://books.google.com.hk/books?id=_PPuDwAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ 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 reader. A broad range of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary processes, renewals, queues, martingales, diffusions, Lévy processes, stability and self-similarity, time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance. The text is intended to serve students as a companion for elementary, intermediate, and advanced courses in probability, random processes and operations research. It will also be useful for anyone needing a source for large numbers of problems and questions in these fields. In particular, this book acts as a companion to the authors' volume, Probability and Random Processes, fourth edition (OUP 2020).