One Thousand Exercises in Probability
«Review from previous edition "A useful source of exercises and problems from probability theory and random process. I have read it with great pleasure and can recommend it to students and teachers."»
EMS
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. Les mer
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renewals, queues, martingales, diffusions, Levy 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).
Detaljer
- Forlag
- Oxford University Press
- Innbinding
- Paperback
- Språk
- Engelsk
- ISBN
- 9780198847618
- Utgave
- 3. utg.
- Utgivelsesår
- 2020
- Format
- 25 x 17 cm
Anmeldelser
«Review from previous edition "A useful source of exercises and problems from probability theory and random process. I have read it with great pleasure and can recommend it to students and teachers."»
EMS