One Thousand Exercises in Probability - Grimmett, Geoffrey

One Thousand Exercises in Probability

Geoffrey Grimmett

Yayınevi: Oxford University Press

Yayın tarihi: 02/2001

ISBN: 9780198572213

İngilizce |

Tür: Matematik-İstatistik

  • Temin Süresi 28 - 42 iş günü

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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 plus 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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