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Stochastic processes --- Probabilities --- Probabilities. --- Probabilities - Problems, exercises, etc.

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Stochastic processes --- Mathematical statistics --- Probabilities --- Probabilities - Problems, exercises, etc. --- Mathematical statistics - Problems, exercises, etc

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"Probability theory is an important part of contemporary mathematics. It plays a key role in the insurance industry, in the modelling of financial markets, and in statistics generally - including all those fields of endeavour to which statistics is applied (e.g. health, physical sciences, engineering, economics). The 20th century has been an important period for the subject, because we have witnessed the development of a solid mathematical basis for the study of probability, especially from the Russian school of probability under the leadership of A. N. Kolmogorov. We have also seen many new applications of probability - from applications of stochastic calculus in the financial industry to Internet gambling. At the beginning of the 21st century, the subject offers plenty of scope for theoretical developments, modern applications and computational problems. There is something for everyone in probability!". "The notes and problems in this book have been designed to provide a basis for a series of lectures suitable for advanced undergraduate students on the subject of probability. Through problem solving, students can experience the excitement associated with probability. This activity will help them to develop their problem-solving skills, which are so valuable in today's world. The problems in the book will introduce the student to some famous works and workers in probability and convey the historical, classical and contemporary aspects of probability. A key feature of the book is that many problems are in fact small guided research projects. The research work involved in solving the problems will enhance the student's library research skills."--BOOK JACKET.

Stochastic processes --- Probabilities --- 519.21 --- Probability theory. Stochastic processes --- 519.21 Probability theory. Stochastic processes --- Probabilities - Problems, exercises, etc

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Stochastic processes --- Probabilities --- Problems, exercises, etc. --- Probabilités --- Problems, exercises, etc --- Problèmes et exercices --- Probabilities - Problems, exercises, etc.

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This book of problems has been designed to accompany an undergraduate course in probability. It will also be useful for students with interest in probability who wish to study on their own. The only prerequisite is basic algebra and calculus. This includes some elementary experience in set theory, sequences and series, functions of one variable, and their derivatives. Familiarity with integrals would be a bonus. A brief survey of terminology and notation in set theory and calculus is provided. Each chapter is divided into three parts: Problems, Hints, and Solutions. To make the book reasonably self-contained, all problem sections include expository material. Definitions and statements of important results are interlaced with relevant problems. The latter have been selected to motivate abstract definitions by concrete examples and to lead in manageable steps toward general results, as well as to provide exercises based on the issues and techniques introduced in each chapter. The hint sections are an important part of the book, designed to guide the reader in an informal manner. This makes Probability Through Prob­ lems particularly useful for self-study and can also be of help in tutorials. Those who seek mathematical precision will find it in the worked solutions provided. However, students are strongly advised to consult the hints prior to looking at the solutions, and, first of all, to try to solve each problem on their own.

Probability theory --- Probabilities --- Probabilities. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Probabilities - Problems, exercises, etc.