One thousand exercises in probability
著者
書誌事項
One thousand exercises in probability
Oxford University Press, 2001
- : pbk
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注記
Includes bibliographical references (p. 429) and index
内容説明・目次
内容説明
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.
目次
- 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
- Index
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