One Thousand Exercises in Probability: Third Edition

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Professor Geoffrey Grimmett (Director of Research and Professor Emeritus of Mathematical Statistics, Director of Research and Professor Emeritus of Mathematical Statistics, University of Cambridge) Professor David Stirzaker (Professor Emeritus, Professor Emeritus, Mathematical Institute, University of Oxford)

One Thousand Exercises in Probability

Third Edition

Professor Geoffrey Grimmett (Director of Research and Professor Emeritus of Mathematical Statistics, Director of Research and Professor Emeritus of Mathematical Statistics, University of Cambridge), Professor David Stirzaker (Professor Emeritus, Professor Emeritus, Mathematical Institute, University of Oxford)

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English

Oxford University Press
17 July 2020

Mathematics & Sciences; Probability & statistics; Stochastics

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.

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).

By: Professor Geoffrey Grimmett (Director of Research and Professor Emeritus of Mathematical Statistics Director of Research and Professor Emeritus of Mathematical Statistics University of Cambridge), Professor David Stirzaker (Professor Emeritus, Professor Emeritus, Mathematical Institute, University of Oxford)
Imprint: Oxford University Press
Country of Publication: United Kingdom
Edition: 3rd Revised edition
Dimensions: Height: 245mm, Width: 173mm, Spine: 30mm
Weight: 880g
ISBN: 9780198847618
ISBN 10: 0198847610
Pages: 592
Publication Date: 17 July 2020
Audience: College/higher education , Primary
Format: Paperback
Publisher's Status: Active

Geoffrey Grimmett is Professor Emeritus of Mathematical Statistics at the University of Cambridge. Cambridge has been his base for pursuing probability theory and the mathematics of disordered systems since 1992. He was Master of Downing College, Cambridge from 2013-2018 and has been appointed Chair of the Heilbronn Institute for Mathematical Research from 2020 He has written numerous research articles in probability theory and statistical mechanics, as well as three research books. With David Stirzaker and Dominic Welsh respectively, he has co-authored two successful textbooks on probability and random processes at the undergraduate and postgraduate levels. David Stirzaker was educated at Oxford University and Berkeley before being appointed as Fellow and Tutor in Applied Mathematics at St John's College, Oxford. He is now an Emeritus Research Fellow at St John's College, and an Emeritus Professor at the Mathematical Institute, Oxford. He has written five textbooks on probability and random processes, two of them jointly with Geoffrey Grimmett. Most recently, (2015), he has written The Cambridge Dictionary of Probability and its Applications.

Reviews for One Thousand Exercises in Probability: Third Edition

"Review from previous edition ""A useful source of exercises and problems from probability theory and random process. I have read it with great pleasure and can recommend it to students and teachers."" * EMS *"