One Thousand Exercises in Probability, Paperback

One Thousand Exercises in Probability Paperback



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.


  • Format: Paperback
  • Pages: 448 pages, tables, bibliography, index
  • Publisher: Oxford University Press
  • Publication Date:
  • Category: Probability & statistics
  • ISBN: 9780198572213



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