One Thousand Exercises in Probability

Geoffrey Grimmett, David Stirzaker

433 pages, parution le 01/06/2001 (2^eme édition)

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Résumé

Revision of successful problems and solutions manual: Probability and Random Processes: Problems and Solutions
Provides worked solutions to over 1000 problems in probability and random processes - more than 400 new exercises than the previous edition
Provides probems and solutions on new sections including: Markov chain Monte Carlo, coupling and its applications, geometrical probability, spatial Poisson processes, Stochastic calculus and the Ito intergral, Ito's formula and applications (including the Black-Scholes formula), networks of queues, and renewal-reward theorems and applications.
A useful self-contained manual for any elementary , intermediate and advanced courses in probability and random processes.
Also acts as a companion volume to the new edition of the successful textbook:Probability and Random Processes 3/e
Requires minimal prerequistes - basic algebra and calculus

This is an updated and greatly expanded version of an already well-established and popular exercise manual. It provides a wide-ranging selection of illuminating, informative and entertaining problems, together with their solution.

Topics include modelling and many applications of probability theory, as well as theoretical aspects. There are questions at all ability levels, the majority being of elementary or intermediate standard.

Well suited as a stand alone problems and solutions manual, it also is the companion volume for the text: Probability and Random Processes 3/e.

Contents

1 Events and their probabilities
2 Random variables and their distribution
3 Discrete randon variables
4 Continuous random variables
5 Generating functions and their applications
6 Markov chains
7 Convergence of random variables
8 Random processes
9 Stationary processes
10 Renewals
11 Queues
12 Martingales
13 Diffusion processes
table of distributions
Bibliography
index

L'auteur - David Stirzaker

Mathematical Institute, University of Oxford

Caractéristiques techniques

	PAPIER
Éditeur(s)	Oxford University Press
Auteur(s)	Geoffrey Grimmett, David Stirzaker
Parution	01/06/2001
Édition	2^eme édition
Nb. de pages	433
Format	16,8 x 24
Couverture	Broché
Poids	700g
Intérieur	Noir et Blanc
EAN13	9780198572213
ISBN13	978-0-19-857221-3