One Thousand Exercises in Probability Paperback / softback
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; Markovchains; 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.
- Format: Paperback / softback
- Pages: 448 pages
- Publisher: Oxford University Press
- Publication Date: 24/05/2001
- Category: Probability & statistics
- ISBN: 9780198572213