Probability And Stochastic Processes: Work Examples (second Edition) - Softcover

Pons, Odile

Softcover

ISBN 10: 9819827930 ISBN 13: 9789819827930

Publisher: WSPC, 2026

Synopsis

This volume offers a comprehensive collection of exercises, problems, and fully worked solutions covering the core topics of a first course in probability. Each chapter opens with a concise overview of essential probabilistic tools — such as distributions, transforms, martingales, and Gaussian processes — followed by examples that illustrate key techniques and applications. This substantially revised second edition introduces numerous new exercises, enhances the treatment of discrete and continuous distributions, and includes strengthened sections on martingale inequalities and Gaussian processes. Ideal for building intuition and confidence, the book provides clear reasoning, rigorous solutions, and broad coverage of classical and modern topics in probability and stochastic processes.

About this title

About the Author

Odile Pons is a retired Director of Research in the Department of Mathematics at INRAE (France). She holds a PhD in Mathematics and a Habilitation in Probability and Statistics from the University of Paris. Her research focuses on probability theory, stochastic processes, and mathematical statistics, and she has published extensively in peer-reviewed journals as well as several advanced monographs.

Her recent books with World Scientific Publishing include:

- Statistical Tests of Nonparametric Hypotheses: Asymptotic Theory (2014) - Estimation and Tests in Change-Point Models (2018) - Orthonormal Series Estimators (2020) - Probability and Stochastic Processes: Worked Examples, First Edition (2020) - Inequalities in Analysis and Probability, Third Edition (2022) - Analysis and Differential Equations, Second Edition (2023) - Functional Estimation for Density, Regression Models and Processes, Second Edition (2023)

Edition details

• Publisher: WSPC
• Publication date: 2026
• Language: English
• ISBN 10: 9819827930
• ISBN 13: 9789819827930
• Binding: Paperback
• Number of pages: 316