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One Thousand Exercises in Probability

By Geoffrey Grimmett

Product Image: One Thousand Exercises in Probability

One Thousand Exercises in Probability

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Description
This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ 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 reader. A broad range of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary processes, renewals, queues, martingales, diffusions, Lévy processes, stability and self-similarity, time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance.

The text is intended to serve students as a companion for elementary, intermediate, and advanced courses in probability, random processes and operations research. It will also be useful for anyone needing a source for large numbers of problems and questions in these fields. In particular, this book acts as a companion to the authors' volume, Probability and Random Processes, fourth edition (OUP 2020).
Product details
Binding:
Paperback
Edition:
3
Number of Pages:
592
Release Date:
2020-07-16
Publication Date:
2020-07-16
Publisher:
Oxford University Press
Languages:
Original: English
ISBN10:
0198847610
ISBN13:
9780198847618
GPSR Manufacturer Reference:
[email protected]
Weight:
920 g
Height:
173 cm
Width:
244 cm
Thickness:
30 cm
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