Probability And Stochastic Processes: Work Examples, 2nd Edition

Probability And Stochastic Processes: Work Examples (second Edition) book cover

Probability And Stochastic Processes: Work Examples (second Edition)

Author(s): Odile Pons (Author)

  • Publisher: WSPC
  • Publication Date: April 22, 2026
  • Language: English
  • Print length: 316 pages
  • ISBN-10: 9819827930
  • ISBN-13: 9789819827930

Book Description

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.

Editorial Reviews

Editorial Reviews

About the Author

Odile Ponsis 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)

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