Most mathematical examples illustrate the truth of a statement; conversely, counterexamples demonstrate a statement's falsity if changing the conditions. Mathematicians have always prized counterexamples as intrinsically enjoyable objects of study as well as valuable tools for teaching, learning, and research. This third edition of the definitive book on counterexamples in probability and stochastic processes presents the author's revisions and corrections in addition to a substantial new appendix.
Suitable as a supplementary source for advanced undergraduates and graduate courses in the...