Probability and Random Processes 3rd Edition by Geoffrey R Grimmett ,David R Stirzaker ISBN ‎0198572220 978-0198572220

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Product details: 

ISBN 10:0198572220

ISBN 13:978-0198572220

Author:Geoffrey R.Grimmett ,David R.Stirzaker 

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.

Table of contents:

1. Events and their Probabilities

2. Random Variables and their Distributions

3. Discrete Random Variables

4. Continuous Random Variables

5. Generating Functions and their Applications

6. Markov Chains

7. Convergence of Random Variables

8. Random Processes

9. Stationary processes

10. Renewals

11. Queues

12. Martingales

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Geoffrey R Grimmett,David R Stirzaker,Probability,Random Processes