IntroductiontoProbabilityModels

ROSS随机过程经典教程，例子很多，跟他的另外一本stochastic process是同一个系列，这本更加详实一点，建议参照着看 This text, the second volume of Wayne Winston's successful OPERATIONS RESEARCH: APPLICATIONS AND ALGORITHMS, Fourth Edition, covers probability models with recent contributions from financial engineering, computational simulation and manufacturing. The specific attention to probability models with the addition of recent practical breakthroughs makes this the first text to introduce these ideas together at an accessible level. Excellent problem sets abound . The text provides a balanced approach by developing the underlying theory while illustrating them with interesting examples. All of the necessary mathematical requirements are reviewed in Chapter 1. . The text provides a balanced approach by developing the underlying theory while illustrating them with interesting examples. All of the necessary mathematical requirements are reviewed in Chapter 1.