Probability and random processes (Record no. 201069)
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| fixed length control field | 02295nam a22002417a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260911161314.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 260911b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 978-0198847595 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 GRI-P |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Grimmett, Geoffrey R., |
| 245 ## - TITLE STATEMENT | |
| Title | Probability and random processes |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 4th |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Oxford : |
| Name of publisher | Oxford University Press, |
| Year of publication | 2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xii, 669p. |
| 500 ## - GENERAL NOTE | |
| General note | Reprinted with corrections in 2024. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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.<br/><br/>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<br/>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<br/> |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Probabilities. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Stirzaker, David R. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books and Monographs |
| Full call number | Accession Number | Koha item type | Lost status | Damaged status | Permanent Location | Current Location | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price |
|---|---|---|---|---|---|---|---|---|---|---|
| 519.2 GRI-P | 103151 | Books and Monographs | Central Library, NIT Jalandhar | Central Library, NIT Jalandhar | General Stacks | 07.09.2026 | New Delhi, Feel Books Pvt. Ltd. | 4875.00 | ||
| 519.2 GRI-P | 103152 | Books and Monographs | Central Library, NIT Jalandhar | Central Library, NIT Jalandhar | General Stacks | 07.09.2026 | New Delhi, Feel Books Pvt. Ltd. | 4875.00 |