One Thousand Exercises in Probability: Third Edition | Agenda Bookshop Skip to content
Online orders placed from 19/12 onward will not arrive in time for Christmas.
Online orders placed from 19/12 onward will not arrive in time for Christmas.
A01=Professor David Stirzaker
A01=Professor Geoffrey Grimmett
Age Group_Uncategorized
Age Group_Uncategorized
Author_Professor David Stirzaker
Author_Professor Geoffrey Grimmett
automatic-update
Category1=Non-Fiction
Category=PBT
Category=PBWL
COP=United Kingdom
Delivery_Delivery within 10-20 working days
Language_English
PA=Available
Price_€20 to €50
PS=Active
softlaunch

One Thousand Exercises in Probability: Third Edition

★★★★★
★★★★★

English

By (author): Professor David Stirzaker Professor Geoffrey Grimmett

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). See more
€47.49
€49.99
Save 5%
A01=Professor David StirzakerA01=Professor Geoffrey GrimmettAge Group_UncategorizedAuthor_Professor David StirzakerAuthor_Professor Geoffrey Grimmettautomatic-updateCategory1=Non-FictionCategory=PBTCategory=PBWLCOP=United KingdomDelivery_Delivery within 10-20 working daysLanguage_EnglishPA=AvailablePrice_€20 to €50PS=Activesoftlaunch
Delivery/Collection within 10-20 working days
Product Details
  • Weight: 880g
  • Dimensions: 173 x 245mm
  • Publication Date: 16 Jul 2020
  • Publisher: Oxford University Press
  • Publication City/Country: United Kingdom
  • Language: English
  • ISBN13: 9780198847618

About Professor David StirzakerProfessor Geoffrey Grimmett

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.

Customer Reviews

Be the first to write a review
0%
(0)
0%
(0)
0%
(0)
0%
(0)
0%
(0)
We use cookies to ensure that we give you the best experience on our website. If you continue we'll assume that you are understand this. Learn more
Accept