0
Your Cart
0
Your Cart

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).

X

New item(s) have been added to your cart.

Quantity: 1
Total $9.99

Frequently bought with One Thousand Exercises in Probability


An Invitation to Applied Category Theory: Seven Sketches in Compositionality Original price was: $49.99.Current price is: $19.99.
View more
Discrete Mathematics with Applications Original price was: $79.99.Current price is: $19.99.
View more
A First Course in Random Matrix Theory Original price was: $69.99.Current price is: $19.99.
View more
Basic College Mathematics: An Applied Approach Original price was: $59.99.Current price is: $19.99.
View more
Proofs: A Long-Form Mathematics Textbook Original price was: $29.99.Current price is: $14.99.
View more
A Primer of Infinitesimal Analysis Original price was: $69.99.Current price is: $19.99.
View more
Introduction to Machine Learning with Python: A Guide for Data Scientists Original price was: $39.99.Current price is: $19.99.
View more
Advanced Linear and Matrix Algebra Original price was: $79.99.Current price is: $19.99.
View more