One Thousand Exercises in Probability: Third Edition

One Thousand Exercises in Probability: Third Edition

Geoffrey Grimmett, David Stirzaker
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This volume contains more than 1300 exercises in probability and random processes together

with their solutions. Apart from being a volume of worked exercises in its own right, it is also

a solutions manual for exercises and problems appearing in the fourth edition of our textbook

Probability and RandomProcesses, published by OxfordUniversity Press in 2020, henceforth

referred to as PRP. These exercises are not merely for drill, but complement and illustrate the

text of PRP, or are entertaining, or both. The current edition extends the previous edition by

the inclusion of numerous new exercises, and several new sections devoted to further topics

in aspects of stochastic processes. Since many exercises have multiple parts, the total number

of interrogatives exceeds 3000.

Despite being intended in part as a companion to PRP, the present volume is as self-

contained as reasonably possible. Where knowledge of a substantial chunk of bookwork is

unavoidable, the reader is providedwith a reference to the relevant passage in PRP. Expressions

such as ‘clearly’ appear frequently in the solutions. Although we do not use such terms in

their Laplacian sense to mean ‘with difficulty’, to call something ‘clear’ is not to imply that

explicit verification is necessarily free of tedium.

The table of contents reproduces that of PRP. The covered range of topics is broad,

beginning with the elementary theory of probability and random variables, and continuing,

via chapters on Markov chains and convergence, to extensive sections devoted to stationarity

and ergodic theory, renewals, queues, martingales, and diffusions, including an introduction

to the pricing of options. Generally speaking, exercises are questionswhich test knowledge of

particular pieces of theory, while problems are less specific in their requirements. There are

questions of all standards, the great majority being elementary or of intermediate difficulty.

We have found some of the later ones to be rather tricky, but have refrained from magnif

년:
2020
판:
3
출판사:
Oxford University Press
언어:
english
페이지:
592
ISBN 10:
0198847610
ISBN 13:
9780198847618
파일:
PDF, 7.72 MB
IPFS:
CID , CID Blake2b
english, 2020
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