Год выпуска: 2001 Автор: Geoffrey R. Grimmett, David R. Stirzaker Издательство: Oxford University Press Страниц: 448 ISBN: 978-0198572213, 0198572212 Описание The companion volume to Probability and Random Processes, this book contains 1000+ exercises on the subjects of elelmentary aspects of probability and random variables, sampling, Markov chains, convergence, stationary processes, renewals, queues, Martingales, Diffusion, Mathematical finanace and the Black-Scholes model. |