000			01739 a2200241 4500
003			OSt
005			20230420122708.0
008			230420b xxu||||| |||| 00| 0 eng d
020			_a9780198847618
040			_cIIT Kanpur
041			_aeng
082			_a519.2076 _bG883o3
100			_aGrimmett, Geoffrey R.
245			_aOne thousand exercises in probability [3rd ed.] _cGeoffrey R. Grimmett and David R. Stirzaker
250			_a3rd ed.
260			_bOxford University Press _c2020 _aOxford
300			_axii, 580p
520			_aThis 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).
650			_aProbabilities
650			_aStochastic processes
700			_aStirzaker, David R.
942			_cBK
999			_c566418 _d566418