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Problems and Snapshots from the World of Probability

  • Gunnar Blom
  • Lars Holst
  • Dennis Sandell

Table of contents

  1. Front Matter
    Pages i-xii
  2. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 1-12
  3. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 13-22
  4. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 23-32
  5. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 33-43
  6. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 44-61
  7. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 62-78
  8. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 79-91
  9. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 92-102
  10. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 103-114
  11. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 115-132
  12. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 133-145
  13. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 146-155
  14. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 156-172
  15. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 173-185
  16. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 186-198
  17. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 199-213
  18. Gunnar Blom, Lars Holst, Dennis Sandell
    Pages 214-229
  19. Back Matter
    Pages 230-240

About this book

Introduction

We, the authors of this book, are three ardent devotees of chance, or some­ what more precisely, of discrete probability. When we were collecting the material, we felt that one special pleasure of the field lay in its evocation of an earlier age: many of our 'probabilistic forefathers' were dexterous solvers of discrete problems. We hope that this pleasure will be transmitted to the readers. The first problem-book of a similar kind as ours is perhaps Mosteller's well-known Fifty Challenging Problems in Probability (1965). Possibly, our book is the second. The book contains 125 problems and snapshots from the world of prob­ ability. A 'problem' generally leads to a question with a definite answer. A 'snapshot' is either a picture or a bird's-eye view of some probabilistic field. The selection is, of course, highly subjective, and we have not even tried to cover all parts of the subject systematically. Limit theorems appear only seldom, for otherwise the book would have become unduly large. We want to state emphatically that we have not written a textbook in probability, but rather a book for browsing through when occupying an easy-chair. Therefore, ideas and results are often put forth without a machinery of formulas and derivations; the conscientious readers, who want to penetrate the whole clockwork, will soon have to move to their desks and utilize appropriate tools.

Keywords

Markov chain Martingale Poisson process Probability theory Random variable random walk

Authors and affiliations

  • Gunnar Blom
    • 1
  • Lars Holst
    • 2
  • Dennis Sandell
    • 3
  1. 1.Department of Mathematical StatisticsUniversity of LundLundSweden
  2. 2.Department of MathematicsRoyal Institute of TechnologyStockholmSweden
  3. 3.Department of Biostatistics and Data ProcessingAstra Draco ABLundSweden

Bibliographic information