One thousand exercises in probability

Author(s)

Bibliographic Information

One thousand exercises in probability

Geoffrey R. Grimmett and David R. Stirzaker

Oxford University Press, 2001

  • : pbk

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Note

Includes bibliographical references (p. 429) and index

Description and Table of Contents

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.

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
  • Index

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