<p>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.\nThe 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).</p>

One Thousand Exercises in Probability: Third Edition

Science & Math

Grimmett, Professor Geoffrey

Stirzaker, Professor David

Mathematics

Oxford University Press

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Books by Stirzaker, Professor David

See the best price to sell, buy, or rent books by Stirzaker, Professor David. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

One Thousand Exercises in Probability: Third Edition