Probability and Random Processes: Problems and Solutions

Grimmett, G. R.; Stirzaker, D. R.

ISBN 10: 0198534485 / ISBN 13: 9780198534488

Edité par Oxford University Press, 1992

paperback 100% of proceeds go to charity! Good condition with all pages in tact. Item shows signs of use and may have cosmetic defects. N° de réf. du vendeur U-06-4479

Synopsis :

This book contains around 675 problems in probability and random processes, together with their solutions. Apart from being a volume of worked problems in its own right, it is also a solutions manual for exercises and problems appearing in the companion volume, "Probability and Random Processes". Despite being intended in part as a companion, the present volume is as self-contained as reasonably possible. The covered range of topics is broad, beginning with the elementary theory of probability and random variables, and continuing, via chapters on Markov chains and convergence, to extensive sections devoted to stationarity and ergodic theory, renewals, queues, martingales, and diffusions. There are questions of all standards, the majority being elementary or of intermediate difficulty. Apart from its appeal as a companion to "Probability and Random Processes", the volume should be useful to all those teachers of probability and random processes who set work assignments and examinations.

Revue de presse: ... aims to be a full and comprehensive account of (almost all) the probability theory and stochastic processes one could hope to teach to undergraduates ... Much new material has been included in this third edition to reflect recent developments in the subject ... As well as its masterful coverage of the material, the book has many appealing stylistic features ... extremely valuable in finding good proofs of theorems which are dealt with rather cursorily in other textbooks. (The Mathematical Gazette)

One of the strong features of the book is its large collection of interesting exercises, which has been greatly expanded in this new edition so that there are now over one thousand exercises. These are conveniently collected together in a separate volume that includes full solutions. (Biometrics)

As well as its masterful coverage of the material, the book has many appealing stylistic features. (Mathematical Gazette)

This is definitely one of my favourites as a textbook ... a wealth of interesting teaching material at all levels. (Short Book Reviews of the ISI)

Since its first appearance in 1982 Probability and Random Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance. It is aimed mainly at final-year honours students and graduate students, but it goes beyond this level, and all serious mathematicians and academic libraries should own a copy ... the companion book of exercises is cleverly conceived and ... form(s) a perfect complement to the main text. (Times Higher Education Supplement)

Détails bibliographiques

Titre : Probability and Random Processes: Problems ...
Éditeur : Oxford University Press
Date d'édition : 1992
Reliure : Couverture souple
Etat : Good