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One Thousand Exercises in Probability, by Geoffrey R. Grimmett, David R. Stirzaker
Free Ebook One Thousand Exercises in Probability, by Geoffrey R. Grimmett, David R. Stirzaker
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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.
- Sales Rank: #342596 in Books
- Published on: 2001-08-02
- Original language: English
- Number of items: 1
- Dimensions: 6.40" h x 1.00" w x 9.10" l, 1.57 pounds
- Binding: Paperback
- 448 pages
Review
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. EMS
About the Author
Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.
Most helpful customer reviews
107 of 109 people found the following review helpful.
On balance, this is a great book
By A Customer
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 useful problems in probability.
48 of 57 people found the following review helpful.
Lots of answers, not many solutions
By A Customer
This book was a big disappointment for me. I give it two stars for providing the answers to the problems. It would get much more if it actually provided adequate solutions to the problems. It is a good book if you know basically how to do the problems and just want to check answers. I guess I'm just stupid because I could use some guidance for starting and proceeding through the problems. The "solutions" often omit what I would deem to be crucial startup steps for many of the problems; without those critical steps, the "solution" that is given (which sometimes consists of nothing but the final answer) can be extremely difficult to comprehend. I had high hopes when I purchased this book; I thought it would be well worth my money to get solutions to the problems so I could figure out the errors in my reasoning. Unfortunately I was gravely mistaken.
Other reviews indicate that this is typical and I would agree, it's not written to those who need help but those who have a strong grasp on the topic. It doesn't matter to me who has written a book, if it's not helpful it's just not worth the money.
1 of 1 people found the following review helpful.
What a Great Book!
By Gets Around
This book is so good. It's really a non-trivial treatment of probability, so don't buy it thinking you're going to solve a bunch of problems like "what's the probability of rolling snake eyes twice in a row?" It's a much higher level than that. But if you're at the right level, this book is an incredibly compendium of fabulous problems and solutions. It was truly a labor of love to write this book and I thank you from the bottom of my heart!
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