000			02295nam a22002417a 4500
003			OSt
005			20260911161314.0
008			260911b |||||||| |||| 00| 0 eng d
020			_a978-0198847595
041			_aeng
082			_a519.2 GRI-P
100			_aGrimmett, Geoffrey R., _958150
245			_aProbability and random processes
250			_a4th
260			_aOxford : _bOxford University Press, _c2024.
300			_axii, 669p.
500			_aReprinted with corrections in 2024.
520			_aThe 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
650			_aProbabilities. _997572
700			_aStirzaker, David R. _958153
942			_cBK
999			_c201069 _d201069