Probability and random processes. (Q2744679)
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scientific article; zbMATH DE number 1653115
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability and random processes. |
scientific article; zbMATH DE number 1653115 |
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3 October 2001
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Probability and random processes. (English)
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[For the review of the second edition from 1992 see Zbl 0759.60001.]NEWLINENEWLINENEWLINEThis revised third edition contains new sections on Markov chain Monte Carlo, coupling and its applications, geometrical probability, spatial Poisson processes, stochastic calculus and the Itô integral, Itô's formula and applications (including the Black-Scholes formula), networks of queues, and renewal-reward theorems and applications.
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