Oxford University Press, Usa Probability and random processes, paperback/geoffrey grimmett

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Description 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 sections on sampling and Markov chain Monte Carlo, renewal-reward, queueing networks, stochastic calculus, and option pricing in the Black-Scholes model for financial markets.

In addition, there are almost 400 exercises and problems relevant to the material.

Solutions can be found in One Thousand Exercises in Probability.