Probability and random processes
Material type:
TextLanguage: English Publication details: Oxford : Oxford University Press, 2024.Edition: 4thDescription: xii, 669pISBN: - 978-0198847595
- 519.2 GRI-P
| Item type | Current library | Home library | Collection | Call number | Materials specified | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|---|
| Books and Monographs | Central Library, NIT Jalandhar General Stacks | Central Library, NIT Jalandhar | Electronics and Communication Engineering | 519.2 GRI-P (Browse shelf(Opens below)) | Available | 103151 | |||
| Books and Monographs | Central Library, NIT Jalandhar General Stacks | Central Library, NIT Jalandhar | Electronics and Communication Engineering | 519.2 GRI-P (Browse shelf(Opens below)) | Available | 103152 |
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Reprinted with corrections in 2024.
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