One Thousand Exercises in Probability

Paperback | July 15, 2001

byGeoffrey Grimmett, David Stirzaker

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This book is a revised, updated and greatly expanded version of the authors' "Probability and Random Processes: Problems and Solutions", first published in 1992. The 1000+ exercises contained within are not merely drill problems but have been chosen to illustrate the concepts, illuminate thesubject, and both inform and entertain the student. Topics cover a broad range of subjects, including: elementary aspects of probability and random variables; sampling; Markov chains; convergence; stationary processes; renewals; queues; Martingales; diffusion; mathematical finance and theBlack-Scholes model.This text is intended for general use, and to serve students as a companion text for elementary, intermediate and advanced courses in probability and random processes. Useful for anyone needing a large source of problems in these areas and at all levels.This book also acts as a companion volume to the new edition of Probability and Random Processes 3/e, (OUP - 2001), providing the solutions for the problems and exercises.

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This book is a revised, updated and greatly expanded version of the authors' "Probability and Random Processes: Problems and Solutions", first published in 1992. The 1000+ exercises contained within are not merely drill problems but have been chosen to illustrate the concepts, illuminate thesubject, and both inform and entertain the st...

Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.

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Format:PaperbackDimensions:448 pages, 9.45 × 6.61 × 0.94 inPublished:July 15, 2001Publisher:Oxford University PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0198572212

ISBN - 13:9780198572213

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Table of Contents

1. Events and their probabilities2. Random variables and their distribution3. Discrete randon variables4. Continuous random variables5. Generating functions and their applications6. Markov chains7. Convergence of random variables8. Random processes9. Stationary processes10. Renewals11. Queues12. Martingales13. Diffusion processesTable of distributionsBibliographyIndex