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One Thousand Exercises in Probability.

One Thousand Exercises in Probability.

・ISBN 978-0-19-857221-3 paper GB£ 40.49

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電子版あり 大学・学術機関向け電子ブック(eBook)ISBN 978-1-383-03009-9

著者・編者Grimmett, Geoffrey R. / Stirzaker, D. R.,
出版社(Oxford U. Pr., UK)
出版年月2001
ページ数438 pp.
言語ENG
ニュース番号<250-30837>

解説

This book is a revised, updated and greatly expanded version of the authors' "Probability and Random Processes: Problems and Solutions", first published in 1992. The 1000+ 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 student. Topics cover a broad range of subjects, including: elementary aspects of probability and random variables; sampling; Markov chains; convergence; stationary processes; renewals; queues; Martingales; diffusion; mathematical finance and the Black-Scholes model. This text is intended for general use, and to serve students as a companion text for elementary, intermediate and advanced courses in probability and random processes. Useful for anyone needing a large source of problems in these areas and at all levels. This book also acts as a companion volume to the new edition of Probability and Random Processes 3/e, (OUP - 2001), providing the solutions for the problems and exercises.