Probability and Random Processes: Fourth Edition - Image 1

£51.52

Oxford University Press Probability and Random Processes: Fourth Edition

Name: Probability and Random Processes: Fourth Edition
Brand: Oxford University Press
Price: 54.59 GBP
Availability: InStock

Applied Mathematics

Price History & Forecast

Last 16 days • 16 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 16 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £55 (9 days, 56.3%)

Price range: £52 - £55

Price levels: 2 different prices over 16 days

Description

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is aimed at mathematics undergraduates and postgraduates, and has four main aims. US BL To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities. BE BL To discuss important random processes in depth with many examples.BE BL To cover a range of topics that are significant and interesting but less routine. BE BL To impart to the beginner some flavour of advanced work.BE UE OP The book begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues, diffusions, (including stochastic calculus with Itô's formula), renewals, stationary processes (including the ergodic theorem), and option pricing in mathematical finance using the Black-Scholes formula. Further, in this new revised fourth edition, there are sections on coupling from the past, Lévy processes, self-similarity and stability, time changes, and the holding-time/jump-chain construction of continuous-time Markov chains. Finally, the number of exercises and problems has been increased by around 300 to a total of about 1300, and many of the existing exercises have been refreshed by additional parts. The solutions to these exercises and problems can be found in the companion volume, One Thousand Exercises in Probability, third edition, (OUP 2020).CP

Key Features

New Store Stock

Product Specifications

Brand: Oxford University Press
Format: Paperback
ASIN: 0198847599
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 16 July 2020
Listed Since: 26 March 2020

Barcode

No barcode data available

Oxford University Press Probability and Random Processes: Fourth Edition

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Probability and Random Processes: Fourth Edition

Probability and Random Processes with One Thousand Exercises in Probability

An Introduction to Stochastic Modeling

Fundamentals of Probability

One Thousand Exercises In Probability

Probability and Stochastic Processes

Essentials of Stochastic Processes (Springer Texts in Statistics)

Probability with Applications in Engineering, Science, and Technology: Revised and Updated (Springer Texts in Statistics)

Essentials of Stochastic Processes (Springer Texts in Statistics)

Stochastic Processes: An Introduction, Third Edition (Chapman & Hall/CRC Texts in Statistical Science)

Elements of Applied Stochastic Processes: 378 (Wiley Series in Probability and Statistics)

Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

Stochastic Processes: An Introduction, Third Edition (Chapman & Hall/CRC Texts in Statistical Science)

Probability, Markov Chains, Queues, and Simulation: The Mathematical Basis of Performance Modeling

Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

Stationary Processes and Discrete Parameter Markov Processes: 293 (Graduate Texts in Mathematics, 293)

Introduction to Stochastic Processes with R

A First Course in Stochastic Processes

Random Explorations (Student Mathematical Library)

Probability: An Introduction Through Theory and Exercises (Universitext)

Adventures in Stochastic Processes

Markov Processes (Advances in Applied Mathematics)

An Advanced Course in Probability and Stochastic Processes