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.
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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)
Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.
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