Probability and Random Processes 2001
"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

This book gives an introduction to probability and its many practical
application by providing a thorough, entertaining account of basic probability
and important random processes, covering a range of important topics. Emphasis
is on modelling rather than abstraction and there are new sections on sampling
and Markov chain Monte Carlo, renewal-reward, queueing networks, stochastic
calculus, and option pricing in the Black-Scholes model for financial markets.
In addition, there are almost 400 exercises and problems relevant to the
material. Solutions can be found in One Thousand Exercises in Probability.


One Thousand Exercises in Probability 2001
A useful source of exercises and problems from probability theory and random
process. I have read it with great pleasure and can recommend it to students
and teachers. 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.

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