4
Your Cart
4
Your Cart

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, Lévy 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).

New item(s) have been added to your cart.

Quantity: 1
Total: $14.99

Frequently bought with GED® Math Test Tutor, For the 2022 GED® Test, 2nd Edition (GED® Test Preparation)

Mathematical Modelling with Case Studies Original price was: $49.99.Current price is: $19.99.
View more
First Course in Probability, A Original price was: $79.99.Current price is: $19.99.
View more
A First Course in General Relativity Original price was: $49.99.Current price is: $19.99.
View more
Mathematical Modelling. Simulation Analysis and Industrial Applications Original price was: $79.99.Current price is: $29.99.
View more
Mathematical Methods For Students of Physics and Related Fields Original price was: $109.99.Current price is: $29.99.
View more
Proof Complexity Original price was: $179.99.Current price is: $19.99.
View more
Trigonometry Original price was: $99.99.Current price is: $29.99.
View more
Mathematical Modeling Original price was: $89.99.Current price is: $29.99.
View more
Cart