One Thousand Exercises in Probability by Geoffrey Grimmett

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One Thousand Exercises in Probability by Geoffrey Grimmett

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Summary

Provides a selection of informative problems, together with their solution. This edition of the popular exercise manual includes modeling and many applications of probability theory, as well as theoretical aspects. There are questions at all ability levels, the majority being of elementary or intermediate standard.

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One Thousand Exercises in Probability by Geoffrey Grimmett

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.

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A useful source of exercises and problems from probability theory and random processI have read it with great pleasure and can recommend it to students and teachers. * EMS *
SKU Unavailable
ISBN 13 9780198572213
ISBN 10 0198572212
Title One Thousand Exercises in Probability
Author Geoffrey Grimmett
Condition Unavailable
Binding Type Paperback
Publisher Oxford University Press
Year published 2001-05-24
Number of pages 448
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.