One Thousand Exercises in Probability
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One Thousand Exercises in Probability

3.6 (15 ratings by Goodreads)
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Description

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 the subject, 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 the Black-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.show more

Product details

  • Paperback | 448 pages
  • 168 x 234 x 28mm | 762.03g
  • Oxford University Press
  • Oxford, United Kingdom
  • English
  • Revised
  • 2nd Revised edition
  • 0198572212
  • 9780198572213
  • 255,472

Review quote

A useful source of exercises and problems from probability theory and random process. I have read it with great pleasure and can recommend it to students and teachers. * EMS *show more

Table of contents

1. Events and their probabilities ; 2. Random variables and their distribution ; 3. Discrete randon variables ; 4. Continuous random variables ; 5. Generating functions and their applications ; 6. Markov chains ; 7. Convergence of random variables ; 8. Random processes ; 9. Stationary processes ; 10. Renewals ; 11. Queues ; 12. Martingales ; 13. Diffusion processes ; Table of distributions ; Bibliography ; Indexshow more

Rating details

15 ratings
3.6 out of 5 stars
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3 40% (6)
2 13% (2)
1 0% (0)
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