This book of problems is intended for students in pure and applied mathematics. There are problems in traditional areas of probability theory and problems in the theory of stochastic processes, which has wide applications in the theory of automatic control, queuing and reliability theories, and in many other modern science and engineering fields. Answers to most of the problems are given, and the book provides hints and solutions for more complicated problems.

Readership

Graduate students and research mathematicians interested in probability theory.

Reviews

"Useful to teachers who cannot find time to make up problems for their classes or to researchers who may want to check if some result is already known."

-- Mathematical Reviews

Table of Contents

• Random events
• Random variables
• Sequences of random events and sequences of random variables
• Simplest Markov processes
• Limit theorems of probability theory
• Solutions, hints, answers