Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning

Cambridge Series in Statistical and Probabilistic Mathematics #13

by Loïc Chaumont, Marc Yor

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.

254 pages, Hardcover

First published November 3, 2003