Geoffrey R. Grimmett, David R. Stirzaker | Oxford University Press, USA | 2001-08-02 | ISBN: 0198572220 | 608 pages | PDF | 3.5 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.
About the Author
Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.
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Thursday, June 26, 2008
Probability and Random Processes by Geoffrey R. Grimmett, David R. Stirzaker
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1 comment:
Could you please reupload this book? Thanks so much.
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