One Thousand Exercises in Probability
2nd Revised edition
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One Thousand Exercises in Probability by Geoffrey Grimmett
Book DescriptionThis 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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Book DetailsISBN: 9780198572213
(238mm x 168mm x 24mm)
Imprint: Oxford University Press
Publisher: Oxford University Press
Publish Date: 24-May-2001
Country of Publication: United Kingdom
Books By Author Geoffrey Grimmett
Probability: An Introduction, Paperback (September 2014)
Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account of the basic features of probability and random processes at the level of first and second year mathematics undergraduates and Masters' students in cognate fields.
Probability on Graphs, Paperback (June 2010)
Inspiration and provocation from a master expositor, taking you to the heart of contemporary probability.
Combinatorics, Complexity, and Chance, Hardback (January 2007)
This text provides a review of the consistent themes from Dominic Welsh's influential work in combinatorics and discrete probability. Original articles by key academics are set in a broader context by the inclusion of review material. The text will appeal to all those seeking an introduction to the relevant contemporary aspects of these fields.
Probability and Random Processes, Paperback (May 2001)» View all books by Geoffrey Grimmett
Provides an introduction to probability and random processes and their practical applications. This third edition emphasizes modeling and understanding rather than abstraction. Many important random processes are developed in the text through examples. It includes exercises and problems, with solutions provided in the companion volume.
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