Translations of Mathematical Monographs 1997; 347 pp; softcover Volume: 163 ISBN10: 0821868667 ISBN13: 9780821868669 List Price: US$105 Member Price: US$84 Order Code: MMONO/163.S
 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
