One Thousand Exercises in Probability
Format: Paperback
ISBN13: 9780198847618
Paperback|9780198847618
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Overview
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 broadrange of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary processes, renewals, queues, martingales, diffusions, Levy processes, stability and self-similarity, time changes, and stochasticcalculus including option pricing via the Black-Scholes model of mathematical finance.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 bookacts as a companion to the authors' volume, Probability and Random Processes, fourth edition (OUP 2020).
| ISBN-13 | 9780198847618 |
|---|---|
| ISBN-10 | 0198847610 |
| Weight | 1.94 Pounds |
| Dimensions | 9.50 x 1.20 x 6.70 In |
| List Price | $46.99 |
| Edition | 3rd Edition |
| Format | Paperback |
|---|---|
| Language | English |
| Pages | 592 pages |
| Publisher | Oxford University Press |
| Published On | 2020-09-16 |
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