Probability and Random Processes

This completely revised text provides a simple but rigorous introduction to probability. It discusses a wide range of random processes in some depth with many examples, and gives the beginner some flavor of more advanced work, by suitable choice of material. The book begins with basic material commonly covered in first-year undergraduate mathematics and statistics courses, and finishes with topics found in graduate courses. Important features of this edition include new and expanded sections in the early chapters, providing more illustrative examples and introducing more ideas early on; two new chapters providing more comprehensive treatment of the simpler properties of martingales and diffusion processes; and more exercises at the ends of almost all sections, with many new problems at the ends of chapters. The companion volume Probability and Random Processes: Problems and Solutions includes complete worked solutions to all exercises and problems of this edition. This proven text will be useful for mathematics and natural science undergraduates at all levels, and as a reference book for graduates and all those interested in the applications of probability theory.

Science & Math

Stirzaker, David

Grimmett, Geoffrey

Mathematics

Oxford University Press

Stochastic Processes and Models

Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts and tools, in particular: randon walks, renewals, Markov chains, martingales, the Wiener process model for Brownian motion, and diffusion processes, concluding with a brief account of the stochastic integral and stochastic differential equations as they arise in option-pricing. The text has been thoroughly class-tested and is ideal for an undergraduate second course in probability for students of statistics, mathematics, finance and operational research.

Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts and tools, in particular: randon walks, renewals, Markov chains, martingales, the Wiener process model for Brownian motion, and diffusion processes, concluding with a brief account of the stochastic integral and stochastic differential equations as they arise in option-pricing. The text has been thoroughly class-tested and is ideal for an undergraduate second course in probability for students of statistics, mathematics, finance and operational research.

Probability and Random Processes: Fourth Edition

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.\nTo provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities. To discuss important random processes in depth with many examples. To cover a range of topics that are significant and interesting but less routine. To impart to the beginner some flavour of advanced work.\nThe 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).

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.- To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities.- To discuss important random processes in depth with many examples.- To cover a range of topics that are significant and interesting but less routine.- To impart to the beginner some flavour of advanced work.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 stochasticcalculus with Ito'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, Levy processes, self-similarity andstability, 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 solutionsto these exercises and problems can be found in the companion volume, One Thousand Exercises in Probability, third edition, (OUP 2020).

Probability and Random Processes 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 Ito'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, Levyprocesses, 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 1317, and many of the existing exercises have been refreshed byadditional parts. The solutions to these exercises and problems can be found in the companion volume, One Thousand Exercises in Probability, third edition.One Thousand Exercises in Probability, 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 andentertain 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, Levy processes, stability and self-similarity,time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance.

Probability and Random Processes with One Thousand Exercises in Probability

Elementary Probability

The aim of this book is to provide a straightforward introduction to the theory of probability. The topics covered illustrate the wide range and power of the subject, and include conditional probability, independence, random variables, generating functions, and an introduction to Markov chains. The text is friendly and clear and provides numerous worked examples and exercises, all of which help build up the important skills necessary for problem solving. The underlying probabilistic concepts are also well illustrated by this approach, making this book ideal both for self study and as a course text.

Cambridge University Press

This fully revised and updated new edition of the well established textbook affords a clear introduction to the theory of probability. Topics covered include conditional probability, independence, discrete and continuous random variables, generating functions and limit theorems, and an introduction to Markov chains. The text is accessible to undergraduate students and provides numerous examples and exercises to help develop the important skills necessary for problem solving. First Edition Hb (1994): 0-521-42028-8 First Edition Pb (1994): 0-521-42183-7

See the best price to sell, buy, or rent books by Stirzaker, David. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Stirzaker, David

See the best price to sell, buy, or rent books by Stirzaker, David. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Probability and Random Processes

Probability and Random Processes

Stochastic Processes and Models

Stochastic Processes and Models

Probability and Random Processes: Fourth Edition

Probability and Random Processes: Fourth Edition

Probability and Random Processes with One Thousand Exercises in Probability

Elementary Probability

Elementary Probability

Elementary Probability