For the first two editions of the book Probability (GTM 95),
each chapter included a comprehensive and diverse set of relevant
exercises. While the work on the third edition was still in
progress, it was decided that it would be more appropriate to
publish a separate book that would comprise all of the exercises
from previous editions, in addition tomany new exercises.
Most of the material in this book consists of exercises created
by Shiryaev, collected and compiled over the course of many years
while working on many interesting topics.Many of the exercises
resulted from discussions that took place during special seminars
for graduate and undergraduate students. Many of the exercises
included in the book contain helpful hints and other relevant
information.
Lastly, the author has included an appendix at the end of the
book that contains a summary of the main results, notation and
terminology from Probability Theory that are used throughout the
present book. This Appendix also contains additional material from
Combinatorics, Potential Theory and Markov Chains, which is not
covered in the book, but is nevertheless needed for many of the
exercises included here."
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