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I'm looking for a good exercise book for probability theory, preferably at least partially with solutions to it. I want it to be detailed, not trivial, providing me solid fundamentals in the topic to be developed in the future. I'd wish it to be more of a "applied" technical university approach than the highly "abstract" one tailored for pure mathematics student at a university, however it need not to be so.

The topics I would like it to cover are more or less like in the part one of the book "Probability, Random Variables and Stochastic Processes" by Papoulis and Pillai ( table of contents ). Thank you in advance.

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2 Answers 2

up vote 5 down vote accepted

One Thousand Exercises in Probability by Grimmett and Stirzaker, Oxford Press, 2001 might suit your needs.

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+1 I really doubt there's any better book for this purpose.The associated textbook by Grimmett and Stirzaker is also quite good,although fairly sophisticated. –  Mathemagician1234 Jun 27 '12 at 17:14
    
@Mathemagician1234 the textbook is indeed good, thank you very much. –  infoholic_anonymous Aug 25 '12 at 2:00

"A Collection of Exercises in Advanced Probability Theory" - the solutions manual of all even-numbered exercises from the book “A First Look at Rigorous Probability Theory” (second edition, 2006) by Jeffrey S. Rosenthal :

http://www.worldscibooks.com/mathematics/6300_solutionsmanual.pdf

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