One Thousand Exercises in Probability

Condition: BRAND NEW ISBN: 9780198847618 Author(s): Professor Geoffrey Grimmett Format: Paperback Language: English Year: 2020 Edition: 3rd Publisher: Oxford University Press Pages: 592

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 mathematicalfinance.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).

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