確率論１０００の問題（第２版） 1000 Exercises in Probability （Subsequent）

Grimmett, G. R./ Stirzaker, D. R.

Oxford Univ Pr（2001/08発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 438 p.
• 言語 ENG
• 商品コード 9780198572213
• DDC分類 519.2076

Full Description

This book is a revised, updated and greatly expanded version of the authors' "Probability and Random Processes: Problems and Solutions", first published in 1992. The 1000+ 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 student. Topics cover a broad range of subjects, including: elementary aspects of probability and random variables; sampling; Markovchains; convergence; stationary processes; renewals; queues; Martingales; diffusion; mathematical finance and the Black-Scholes model.This text is intended for general use, and to serve students as a companion text for elementary, intermediate and advanced courses in probability and random processes. Useful for anyone needing a large source of problems in these areas and at all levels.This book also acts as a companion volume to the new edition of Probability and Random Processes 3/e, (OUP - 2001), providing the solutions for the problems and exercises.

Contents

1. Events and their probabilities ; 2. Random variables and their distribution ; 3. Discrete randon variables ; 4. Continuous random variables ; 5. Generating functions and their applications ; 6. Markov chains ; 7. Convergence of random variables ; 8. Random processes ; 9. Stationary processes ; 10. Renewals ; 11. Queues ; 12. Martingales ; 13. Diffusion processes ; Table of distributions ; Bibliography ; Index