One Thousand Exercises in Probability: Third Edition By: David Stirzaker
One Thousand Exercises in Probability: Third Edition By: David Stirzaker | PDF | 7.72 MiB
September 16th 2020 | ISBN: 0198847610 | 592 pages
Author: David Stirzaker
This 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, L�vy processes, stability and self-similarity, time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance.
The text is intended to serve students as a companion for elementary, intermediate, and advanced courses in probability, random processes and operations research. It will also be useful for anyone needing a source for large numbers of problems and questions in these fields. In particular, this book acts as a companion to the authors' volume, Probability and Random Processes, fourth edition (OUP 2020).
File List:
Download ( Size: 7.72 MiB ):
Filehosts: Nitroflare, Rapidgator
1 Link/s
1 Link/s