Sign-In
Cart
Probability and Random Processes
Hardcover
General ScienceProbability & Statistics
Please select the version of book you would like to purchase.
ISBN10: 0198847602
ISBN13: 9780198847601
Publisher: Oxford University Press (UK)
Published: Sep 16 2020
Pages: 688
Weight: 2.96
Height: 1.27 Width: 7.05 Depth: 9.82
Language: English
ISBN13: 9780198847601
Publisher: Oxford University Press (UK)
Published: Sep 16 2020
Pages: 688
Weight: 2.96
Height: 1.27 Width: 7.05 Depth: 9.82
Language: English
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
Also in
General Science
How It All Works: All Scientific Laws and Phenomena Illustrated & Demonstrated
Dant, Adam
Clegg, Brian
Hardcover
$14.99
The Code Breaker: Jennifer Doudna, Gene Editing, and the Future of the Human Race
Isaacson, Walter
Hardcover
$12.99
The Little Book of Big Explorations: Adventures Into the Unknown That Changed Everything
Osman, Jheni
Paperback
$9.99
The Eureka Machine: Why AI Is the Key to Unlocking a New Era of Scientific Discoveries
Socher, Richard
Hardcover
$28.50
A Bird's IQ: Innovation, Intelligence, and Problem Solving in the Avian World
Lefebvre, Louis
Hardcover
$26.60
Kobuk the Destroyer: And Other Tales from the Wild, Unseen World of Test Engineering
Davies, Alex
Hardcover
$26.99
The Ultimate Guide to Rebuilding a Civilization: A Technical Manual for the Post-Collapse Era
Evans, James
Paperback
$19.99
Ancient Astrology in Theory and Practice: A Manual of Traditional Techniques, Volume I: Assessing Planetary Condition
George, Demetra
Paperback
$61.25
The Reference Manual of Woody Plant Propagation: From Seed to Tissue Culture, Second Edition
Dirr, Michael A.
Heuser Jr, Charles W.
Paperback
$24.99
The Quantum Power of GLP-1 Peptides: Unlocking the Science that Leads to Lasting Weight Loss and Optimal Healthspan
Seeds, William A.
Paperback
$34.20
Force of Nature: Understanding Evolution's Deepest Logic-And Putting It to Use
Jones, Owen D.
Hardcover
$28.79
Elledge's Nontrivial Trivia: The Seriously Enlightening Stories Behind Supposedly Simple Facts
Elledge, Jonn
Paperback
$16.16
Judas Dentistry: How Dentists Scorn Science, Break the Hippocratic Oath, and Wreck Their Patients' Minds and Bodies
Yoho, (Ret) Robert
Paperback
$23.75
5 Steps to a 5: AP Biology 2027: Practice AP Tests + AP Content Review + Digital Exams
Anestis, Mark
Burris, Kelcey
Paperback
$27.85
Liquid Rules: The Delightful and Dangerous Substances That Flow Through Our Lives
Miodownik, Mark
Paperback
$17.09
You Look Like a Thing and I Love You: How Artificial Intelligence Works and Why It's Making the World a Weirder Place
Shane, Janelle
Paperback
$18.99
The New Guys: The Historic Class of Astronauts That Broke Barriers and Changed the Face of Space Travel
Bagby, Meredith
Paperback
$20.89
180 Days(r) Science for Sixth Grade: Practice, Assess, Diagnose
Bayne, Bebra
Homayoun, Lauren
Paperback
$27.59
Baked to Perfection: Winner of the Fortnum & Mason Food and Drink Awards 2022
Cermelj, Katarina
Hardcover
From $17.99
Notes on Complexity: A Scientific Theory of Connection, Consciousness, and Being
Theise, Neil
Paperback
$19.00
Science in Seconds for Kids: Over 100 Experiments You Can Do in Ten Minutes or Less
Stier, Samuel Cord
Potter, Jean
Paperback
$17.09
Stay Curious and Keep Exploring: 50 Amazing, Bubbly, and Creative Science Experiments to Do with the Whole Family
Calandrelli, Emily
Hardcover
From $10.99
Designing for People: An Introduction to Human Factors Engineering
Liu, Yili
Boyle, Linda Ng
Wickens, Christopher D.
Paperback
$93.60
Gray's Anatomy (Deluxe Leatherbound Edition): Anatomy Descriptive and Surgical
Gray, Henry, Frs
Hardcover
$28.49
When the Forest Breathes: Renewal and Resilience in the Natural World (Large Print Edition)
Simard, Suzanne
Paperback
$28.80
Why Nobody Understands Quantum Physics: The Story of the Science That Shapes Our World
Broeckaert, Céline
Verstraete, Frank
Hardcover
$26.99
Stuff Matters: Exploring the Marvelous Materials That Shape Our Man-Made World
Miodownik, Mark
Paperback
$17.09
The Next Big Thing: Innovations for a Better, Smarter, Stronger Tomorrow
Marciano, Rob
Trefil, James
Hardcover
$28.50
Think in Systems: The Art of Strategic Planning, Effective Problem Solving, And Lasting Results
McKey, Zoe
Paperback
$19.19
Allies for Awakening: Guidelines for productive and safe experiences with entheogens
Metzner, Ralph
Paperback
$19.00
(Super) Natural Science: The Real Science of Superheroes, Mythic Creatures, and the (Sci-Fi) Universe
Liu, Charles
Paperback
$23.70
Is This an Agate?: An Illustrated Guide to Lake Superior's Beach Stones Michigan
Robinson, Susan
Paperback
$7.55
Pseudoscience: An Amusing History of Crackpot Ideas and Why We Love Them
Kang, Lydia
Pedersen, Nate
Hardcover
From $19.99
The Physics of Wall Street: A Brief History of Predicting the Unpredictable
Weatherall, James Owen
Paperback
$18.04
The Theoretical Minimum: What You Need to Know to Start Doing Physics
Susskind, Leonard
Hrabovsky, George
Paperback
$18.04
Elementary Science Education: Building Foundations of Scientific Understanding, Vol. II, grades 3-5, 2nd ed.
Nebel, Bernard J.
Paperback
$57.44
The Salmon Cannon and the Levitating Frog: And Other Serious Discoveries of Silly Science
York, Carly Anne
Hardcover
$27.00
The Peptide Protocols: Exploring the Science for Human Optimization: Exploring the
Smith, W. T.
Paperback
$23.74
The Radioactive Boy Scout: The Frightening True Story of a Whiz Kid and His Homemade Nuclear Reactor
Silverstein, Ken
Paperback
$21.00
The Autobiography of Nikola Tesla and Other Works (Deluxe Leatherbound Edition)
Martin, Thomas Commerford
Tesla, Nikola
Hardcover
$23.74
Counterclockwise: Using Peptides to Renew, Rejuvenate, and Rediscover (Large Print Edition)
Ferree, Suzanne J.
Hardcover
$28.03
They Had Names: Tracing the History of the North American Indigenous People
Jeanson, Nathaniel
Hardcover
$20.89
Middle School Science Education: Building Foundations of Scientific Understanding, Vol. III, Grades 6-8
Nebel, Bernard J.
Paperback
$44.95
180 Days(r) Geography for Fourth Grade: Practice, Assess, Diagnose
Aracich, Charles
Aracich, Chuck
Paperback
$27.59
Avoiding the Great Filter: Illuminating Pathways to Humanity's Future in the Cosmos
Jiang, Jonathan H.
Rosen, Philip E.
Hardcover
$41.79
Outer Space Is Closer Than Antarctica: And Other Things I Learned While Falling in Love at the Bottom of the World
Ott, Michelle
Hardcover
$18.95
Signals from the Subatomic World: How to Build a Proton Precession Magnetometer
Hollos, Richard
Hollos, Stefan
Paperback
$23.70
Labwork to Leadership: A Concise Guide to Thriving in the Science Job You Weren't Trained for
Heemstra, Jen
Hardcover
$47.94
The One Thing You Need to Know: The Simple Way to Understand the Most Important Ideas in Science
Chown, Marcus
Paperback
$23.74
Science and Cooking: Physics Meets Food, from Homemade to Haute Cuisine
Weitz, David
Brenner, Michael
Sörensen, Pia
Hardcover
$33.25
Art-Science Undisciplined: A Playbook for Transformative Collaboration
Balasubramanian, Janani
Gosnell, Natalie
Paperback
$27.54
Ether Day: The Strange Tale of America's Greatest Medical Discovery and the Haunted Men Who Made It
Fenster, J. M.
Paperback
$17.99
GED Test Prep - Science & Social Studies: A Quickstudy Laminated Reference Guide
Berg Scherer, Rachel
Miskevich, Frank
Other
$8.50
Life in Sync: The Science of Internal Clocks and How We're Disrupting Them
Gander, Philippa
Hardcover
$21.80
The Pale Blue Data Point: An Earth-Based Perspective on the Search for Alien Life
Willis, Jon
Hardcover
$24.70
Hunt for the Skinwalker: Science Confronts the Unexplained at a Remote Ranch in Utah
Kelleher, Colm A.
Knapp, George
Paperback
$18.04
Storytime Stem: Nursery Rhymes: 10 Favorite Rhymes with Hands-On Investigations
Rhodes, Immacula
Rhodes, Immacula A.
Paperback
$12.34
Reactions: An Illustrated Exploration of Elements, Molecules, and Change in the Universe
Gray, Theodore
Paperback
$18.99