One Thousand Exercises in Probability
This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. A broad range of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary proce… Celý popis ↓
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One Thousand Exercises in Probability
This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. 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, L�vy 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. 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.
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