{"product_id":"probability-and-random-processes-geoffrey-grimmett-director-of-research-and-professor-emeritus-of-mathematical-statistics-director-of-research-and-professor-emeritus-of-mathematica-9780198847595","title":"Probability and Random Processes","description":"\u003cp\u003eThis textbook by Geoffrey Grimmett provides a thorough introduction to probability theory and random processes, with attention to both basic concepts and advanced topics. It is aimed at mathematics students in bachelor’s and master’s programs and covers theories that are directly applicable across a wide range of scientific disciplines.\u003c\/p\u003e\u003ch3\u003eDescription\u003c\/h3\u003e\u003cp\u003eThe text covers fundamental components of probability theory and random processes, including Markov processes, martingales, queues, diffusions with stochastic calculus, stationary processes, and financial applications such as the Black-Scholes model. In addition, this revised fourth edition includes new sections on coupling from the past, Lévy processes, self-similarity and stability, time changes, and continuous Markov chains. The book includes approximately 1300 exercises, many of which are updated, with solutions available in a separate exercise collection.\u003c\/p\u003e\u003ch3\u003eProduct specifications\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cul\u003e\u003cli\u003e\u003cstrong\u003eAuthor:\u003c\/strong\u003e Geoffrey Grimmett (Professor Emeritus Mathematical Statistics, University of Cambridge)\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003ePublisher:\u003c\/strong\u003e Oxford University Press\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003ePublication date:\u003c\/strong\u003e 16 July 2020\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003eNumber of pages:\u003c\/strong\u003e 688\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003eISBN:\u003c\/strong\u003e 9780198847595\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003eTheme:\u003c\/strong\u003e Probability and statistics\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003eBISAC:\u003c\/strong\u003e MATHEMATICS \/ Probability \u0026amp; Statistics \/ General\u003c\/li\u003e\u003cp\u003e\u003c\/p\u003e\u003c\/ul\u003e\u003ch3\u003eAbout the author\u003c\/h3\u003e\u003cp\u003eGeoffrey Grimmett is Professor Emeritus in mathematical statistics at the University of Cambridge and has a long record in the field of probability theory and mathematical systems with random processes. He has published several scientific works and is co-author of two influential textbooks on probability theory and random processes.\u003c\/p\u003e","brand":"Intertaal","offers":[{"title":"Default Title","offer_id":56354512470356,"sku":"9780198847595","price":69.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0967\/0538\/0692\/files\/probability-and-random-processes-boek-219.webp?v=1783597015","url":"https:\/\/intertaalid.nl\/en\/products\/probability-and-random-processes-geoffrey-grimmett-director-of-research-and-professor-emeritus-of-mathematical-statistics-director-of-research-and-professor-emeritus-of-mathematica-9780198847595","provider":"Intertaal","version":"1.0","type":"link"}