Tutorial and exam problems

Teachers and students of applied probability might find a few useful and interesting problems in these downloaded postscript files. I have stripped out the majority of truly basic problems (of the type found in most text-books). A few of these remain, but most are problems which are more challenging and/or more 'modelling' oriented.

Most of these problems are my own invention, but naturally I have adopted nice problems seen in the work of others. Where I can remember the source, I state it.

Problems for a 1st course in probability and random variables.
The basic course might follow a book like Ross' "First course in Probability", dealing with counting, simple probability, random variables with (a bit of) statistical estimation thrown in.

Problems for a 2nd course in probability and random variables.
The usual topics: random walks, generating functions, random sums, branching processes, Markov chains.

Some advanced topics in Applied Probability
Perhaps an esoteric choice, but following my interests: point processes, random geometry, Markov processes.