Probability and Random Processes with One Thousand Exercises in Probability - Image 1

£82.41

Oxford University Press Probability and Random Processes with One Thousand Exercises in Probability

Name: Probability and Random Processes with One Thousand Exercises in Probability
Brand: Oxford University Press
Price: 82.0 GBP
Availability: InStock

Probability & Statistics

Price History & Forecast

Last 17 days • 17 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 17 days • 1 price levels

Days at Price

Price Analysis

Most common price: £82 (17 days, 100.0%)

Price range: £82 - £82

Price levels: 1 different prices over 17 days

Description

Probability and Random Processes 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 1317, 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. One Thousand Exercises in Probability, 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.

Product Specifications

Brand: Oxford University Press
Format: Product Bundle
ASIN: 0198847629
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Probability & Statistics
Domain: Amazon UK
Release Date: 16 July 2020
Listed Since: 13 July 2020

Barcode

No barcode data available

Oxford University Press Probability and Random Processes with One Thousand Exercises in Probability

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Probability and Random Processes: Fourth Edition

Probability and Random Processes: Fourth Edition

One Thousand Exercises In Probability

Essentials of Stochastic Processes (Springer Texts in Statistics)

Essentials of Stochastic Processes (Springer Texts in Statistics)

An Introduction to Stochastic Modeling

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

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

Probability and Stochastic Processes

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

Fundamentals of Probability

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

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

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

Stochastic Processes and Models

Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

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

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

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

A First Course in Stochastic Processes

Stochastic Modeling (Universitext)

Probability: An Introduction Through Theory and Exercises (Universitext)