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Paperback Probability and Random Processes Book

ISBN: 0198531850

ISBN13: 9780198531852

Probability and Random Processes

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Book Overview

This book gives an introduction to probability and its many practical application by providing a thorough, entertaining account of basic probability and important random processes, covering a range of important topics. Emphasis is on modelling rather than abstraction and there are new sectionson sampling and Markov chain Monte Carlo, renewal-reward, queueing networks, stochastic calculus, and option pricing in the Black-Scholes model for financial...

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