One Thousand Exercises in Probability

Geoffrey Grimmett is Professor Emeritus of Mathematical Statistics at the University of Cambridge. Cambridge has been his base for pursuing probability theory and the mathematics of disordered systems since 1992. He was Master of Downing College, Cambridge from 2013-2018 and has been appointed Chair of the Heilbronn Institute for Mathematical Research from 2020He has written numerous research articles in probability theory and statistical mechanics, as well as three research books. With David Stirzaker and Dominic Welsh respectively, he has co-authored two successful textbooks on probability and random processes at the undergraduate and postgraduate levels.David Stirzaker was educated at Oxford University and Berkeley before being appointed as Fellow and Tutor in Applied Mathematics at St John's College, Oxford. He is now an Emeritus Research Fellow at St John's College, and an Emeritus Professor at the Mathematical Institute, Oxford.He has written five textbooks on probability and random processes, two of them jointly with Geoffrey Grimmett. Most recently, (2015), he has written The Cambridge Dictionary of Probability and its Applications.

• 1: Events and their probabilities2: Random variables and their distributions3: Discrete random variables4: Continuous random variables5: Generating functions and their applications6: Markov chains7: Convergence of random variables8: Random processes9: Stationary processes10: Renewals11: Queues12: Martingales13: Diffusion processes

Review from previous edition "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."