Probability and Random Processes: Problems and Solutions

This book contains around 675 problems in probability and random processes, together with their solutions. Apart from being a volume of worked problems in its own right, it is also a solutions manual for exercises and problems appearing in the companion volume, "Probability and Random Processes". Despite being intended in part as a companion, the present volume is as self-contained as reasonably possible. The covered range of topics is broad, beginning with the elementary theory of probability and random variables, and continuing, via chapters on Markov chains and convergence, to extensive sections devoted to stationarity and ergodic theory, renewals, queues, martingales, and diffusions. There are questions of all standards, the majority being elementary or of intermediate difficulty. Apart from its appeal as a companion to "Probability and Random Processes", the volume should be useful to all those teachers of probability and random processes who set work assignments and examinations.