Probability and random processes [4th ed.] (Record no. 566429)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02311 a2200241 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240117122243.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 230504b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780198847595 |
| 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 | 519.2 |
| Item number | G883p4 |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Grimmett, Geoffrey R. |
| 245 ## - TITLE STATEMENT | |
| Title | Probability and random processes [4th ed.] |
| Statement of responsibility, etc | Geoffrey R. Grimmett and David R. Stirzaker |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 4th 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,669p |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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.<br/><br/>US BL To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities. BE BL To discuss important random processes in depth with many examples.BE BL To cover a range of topics that are significant and interesting but less routine. BE BL To impart to the beginner some flavour of advanced work.BE UE<br/>OP 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 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).CP |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| General Stacks | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 15/05/2023 | 112 | 3018.68 | 519.2 G883p4 | A186108 | 4505.50 | Books |