Raic M. Solved Problems in Random Processes

Ljubljana, Slovenia, n.p., 2015. — 66 p.This collection of problems is based on the tutorial which I was delivering for several years to the undergraduate students of nancial mathematics at the University of Ljubljana.
The book covers counting processes in time. The mainpart of the matter is included in; however, other references listed here can also be used to advantage. Usually, problems are grouped into clusters introduced by frames, which contain the summary of the necessary theory as well as notation. All problems are solved, some of them in several ways. However, there may always be yet another method, so the reader is always encouraged to nd an alternative solution.Selected Topics in Probability Theory
Counting Processes
Homogeneous Poisson Process
Marking, Thinning, Superposition
General Poisson Process
Renewal Processes
Solutions