One thousand exercises in probability [3rd ed.] (Record no. 566418)
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fixed length control field | 01739 a2200241 4500 |
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control field | OSt |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20230420122708.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 230420b xxu||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9780198847618 |
040 ## - CATALOGING SOURCE | |
Transcribing agency | IIT Kanpur |
041 ## - LANGUAGE CODE | |
Language code of text/sound track or separate title | eng |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2076 |
Item number | G883o3 |
100 ## - MAIN ENTRY--AUTHOR NAME | |
Personal name | Grimmett, Geoffrey R. |
245 ## - TITLE STATEMENT | |
Title | One thousand exercises in probability [3rd ed.] |
Statement of responsibility, etc | Geoffrey R. Grimmett and David R. Stirzaker |
250 ## - EDITION STATEMENT | |
Edition statement | 3rd ed. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Name of publisher | Oxford University Press |
Year of publication | 2020 |
Place of publication | Oxford |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | xii, 580p |
520 ## - SUMMARY, ETC. | |
Summary, etc | This 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 and entertain 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, Lévy processes, stability and self-similarity, time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance.<br/><br/>The text is intended to serve students as a companion for elementary, intermediate, and advanced courses in probability, random processes and operations research. It will also be useful for anyone needing a source for large numbers of problems and questions in these fields. In particular, this book acts as a companion to the authors' volume, Probability and Random Processes, fourth edition (OUP 2020). |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Probabilities |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Stochastic processes |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Stirzaker, David R. |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Books |
Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Cost, replacement price | Koha item type |
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General Stacks | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 19/04/2023 | 60 | 1331.25 | 519.2076 G883o3 | A186105 | 1775.00 | Books |