One Thousand Exercises in Probability

Name: One Thousand Exercises in Probability
Price: 14.66 USD
Availability: InStock
ISBN: 9780198572213

ISBN-10: 0198572212

ISBN-13: 9780198572213

Edition: 2nd 2001 (Revised)

Authors: Geoffrey R. Grimmett, David R. Stirzaker

List price: $74.00

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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…

Book details

List price: $74.00
Edition: 2nd
Copyright year: 2001
Publisher: Oxford University Press, Incorporated
Publication date: 8/2/2001
Binding: Paperback
Pages: 448
Size: 6.61" wide x 9.45" long x 0.94" tall
Weight: 1.540
Language: English

David Stirzaker is Associate Professor in the Mathematical Institute at the University of Oxford and an Emeritus Research Fellow at St John's College, Oxford. His previous titles include Probability and Random Processes (with Geoffrey Grimmett, 2001) and Elementary Probability (Cambridge University Press, 2003).




Events and their probabilities



Random variables and their distribution



Discrete random variables



Continuous random variables



Generating functions and their applications



Markov chains



Convergence or fandom variables



Random processes



Stationary processes



Renewals



Queues



Martingales



Diffusion Processes


Table of Distributions


Bibliography


Index