Publisher description for One thousand exercises in probability / Geoffrey R. Grimmett and David R. Stirzaker.


Bibliographic record and links to related information available from the Library of Congress catalog


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The companion volume to Probability and Random Processes, 3rd Edition this book contains 1000+ exercises on the subjects of elelmentary aspects of probability and random variables, sampling, Markov chains, convergence, stationary processes, renewals, queues, Martingales, Diffusion, Mathematical finanace and the Black-Scholes model.


Library of Congress subject headings for this publication:
Probabilities -- Problems, exercises, etc.
Stochastic processes -- Problems, exercises, etc.