Synopses & Reviews
Probability theory has recently become more important as an area of study and research. This set of exercises can be used for classroom teaching or independent study and will help students reach the level where they can begin to tackle current research. It includes outline answers to all the problems and numerous references to the literature.
Review
"...a very appealing and valuable book for independent study or as a companion book in advanced probability theory courses. Highly recommended." Choice"This is an excellent book, which should be in every library, and also on the bookshelf of anyone with interests in advanced probability and random processes." SIAM Review"...a magnificent resource, not just in terms of shearing recent research results to their core but in encouraging putative researchers to think of an interplay between finite and infinite dimensional viewpoints for a given problem. In that sense, the authors take us into the mind of the researcher...For beginning researchers in stochastic mathematics, this book comes highly recommended and libraries should obtain a copy." Journal of the Royal Statistical Society
Synopsis
This book presents around 100 exercises in probability. In each case, the authors have provided a detailed solution and references for preliminary and further reading. There are many insightful notes that set the exercises in context. Ideal for independent study or as companion to a course in advanced probability theory.
Synopsis
Derived from extensive teaching experience in Paris, this book presents around 100 exercises in probability. In each case, the authors have provided a detailed solution and references for preliminary and further reading. There are also many insightful notes that set the exercises in context. Students will find this book ideal for easing themselves into research; indeed, many of the exercises here will lead the student on to frontier research topics in probability. This book is ideal for independent study or as the companion to a course in advanced probability theory.
Synopsis
Exercises in advanced probability with solutions, references and contextual notes. Fully class tested in Paris.
Table of Contents
1. Measure theory and probability; 2. Independence and conditioning; 3. Gaussian variables; 4. Distributional computations; 5. Convergence of random variables; 6. Random processes.