One Thousand Exercises in Probability

by Geoffrey R. Grimmett, David Stirzaker, Geoffrey Grimmett And David Stirzaker

Book Overview

The companion volume to Probability and Random Processes, 3rd Edition this book contains 1000+ exercises on the subjects of elelmentary aspects of probability and random variables, sampling, Markov chains, convergence, stationary processes, renewals, queues, Martingales, Diffusion, Mathematical finanace and the Black-Scholes model.

• Format: Paperback
• Language: English
• ISBN: 0198572212
• ISBN13: 9780198572213
• Release Date: August 2001
• Publisher: Oxford University Press, USA
• Length: 448 Pages
• Weight: 4.30 lbs.
• Dimensions: 1.0" x 6.6" x 9.6"

Customer Reviews

Great, fast

I get the book soon even if I make a mistake for the address!

On balance, this is a great book

Grimmett & Stirzaker's book, *One Thousand Exercises in Probability, 2nd ed.,* contains exercises with answers/solutions to each and every exercise covering a wide range of topics from probability. Although this book is a companion to G & S's 3rd edition of *Probability and Random Processes,* the authors strove to make the *Exercises* book stand on its own.The 2 previous reviewers took a widely different view of this book. I wanted to have a balanced approach to reviewing this book. I hope this helps.-- This book has exercises that cover a wide range of topics in probability. It starts from basic issues in probability and eventually covers topics like queueing, Monte Carlo ( & Markov Chain Monte Carlo), Ito's lemma & financial option valuation, etc. Any one vaguely interested in probability realizes that the topics covered by Grimmett & Stirzaker are *hot topics* and very useful to those who want to try to get a sense of how important probability theory is in real life. I can't think of a comparable book that is so ambitious and covers so much useful ground in one place. [At least not one with answers to every question.]-- I am not personally familiar with Grimmett's work (I believe he is at Cambridge University). I am, however, familiar with Strizaker's work (he is at Oxford). I consider him to be one of the finest expositers of probability theory. Stirzaker's views on probability theory (which I read in a different work) is one of the most lucid and sensible I have ever come across. Anyone seriously interested in probability should try to get exposure to Stirzaker's thoughts on the matter.-- I believe this book is GREAT for self-study. One of the major problems I have with many math, science, engineering, and other technical books is that -- even very good books -- do not provide answers/solutions to the questions they pose. As someone who is very interested in self-study, I find a book like this one -- which has the answers/solutions to ALL of the questons -- to be extremely refreshing and welcomed.To address the prior criticism that this book does not contain a sufficient amount of detail in the solutions .... I would suggest that such a criticism is unfair. As I pointed out above (and most people know) it is very rare to have technical books like this where there are a great deal of interesting and useful exercises given plus answers/solutions to all of the questions posed. For 2 emminent Oxbridge dons to write such a book is even more exciting.In all fairness, Grimmett & Stirzaker wrote this book with the intent that it be used along with an appropriate probability textbook(s). Any one willing to take the time to look at the solutions given along with a companion text should be able to work out what went wrong (or right) with any question that the reader attempts to work out.In closing, I highly recommend this book to anyone who is interested in going from a novice level at probability to a point where you can approach and solve

Well worth the effort

I appreciate the other reviewer's oppinion as it is indeed truethat some of the problems' solutions are succinct. However it is clearly not the point of the set of books to provide the reader with fully worked solutions to every problem. It is often like this in maths, you just got to go for it, no matter. If you kick off from the first chapter and attempt the problemsin increasing order of diffculty keeping the course book by your side, you should be fine, really. This course is very rewarding.