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Review
... aims to be a full and comprehensive account of (almost all) the probability theory and stochastic processes one could hope to teach to undergraduates ... Much new material has been included in this third edition to reflect recent developments in the subject ... As well as its masterful coverage of the material, the book has many appealing stylistic features ... extremely valuable in finding good proofs of theorems which are dealt with rather cursorily in other textbooks. (The Mathematical Gazette )
One of the strong features of the book is its large collection of interesting exercises, which has been greatly expanded in this new edition so that there are now over one thousand exercises. These are conveniently collected together in a separate volume that includes full solutions. (Biometrics )
As well as its masterful coverage of the material, the book has many appealing stylistic features. (Mathematical Gazette )
This is definitely one of my favourites as a textbook ... a wealth of interesting teaching material at all levels. (Short Book Reviews of the ISI )
Since its first appearance in 1982 Probability and Random Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance. It is aimed mainly at final-year honours students and graduate students, but it goes beyond this level, and all serious mathematicians and academic libraries should own a copy ... the companion book of exercises is cleverly conceived and ... form(s) a perfect complement to the main text. (Times Higher Education Supplement )
One of the strong features of the book is its large collection of interesting exercises, which has been greatly expanded in this new edition so that there are now over one thousand exercises. These are conveniently collected together in a separate volume that includes full solutions. (Biometrics )
As well as its masterful coverage of the material, the book has many appealing stylistic features. (Mathematical Gazette )
This is definitely one of my favourites as a textbook ... a wealth of interesting teaching material at all levels. (Short Book Reviews of the ISI )
Since its first appearance in 1982 Probability and Random Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance. It is aimed mainly at final-year honours students and graduate students, but it goes beyond this level, and all serious mathematicians and academic libraries should own a copy ... the companion book of exercises is cleverly conceived and ... form(s) a perfect complement to the main text. (Times Higher Education Supplement )
Short Book Reviews of the ISI
"... this is definitely one of my favourites as a textbook ... a wealth of interesting teaching material at all levels"
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Most Helpful Customer Reviews
16 of 16 people found the following review helpful
Format:Paperback
This is a serious textbook, extremely well written, and not for the fainthearted. Buy the companion book with the solutions to the problems unless you have a tutor or are taking a course. As an engineer who uses maths as a means to an end, I'm finding it hard going, but well worth the effort.
If you just want a cookbook of algorithms, look elsewhere. But if you're willing to take some time, I'd recommend this.
21 of 22 people found the following review helpful
Format:Paperback
This book is too fast-paced for most beginning undergraduates, but is excellent for honours students in mathematics and statistics. It is also the best book I have seen for research students in mathematics or statistics and an excellent resource for anyone doing research in mathematics, statistics, economics, operational research or computing who needs a thorough, up-to-date text on probability theory.
The book starts with five chapters on standard probability theory and then covers a variety of topics of interest to a wider audience. These include Markov processes and queueing theory, stationary processes, martingales and diffusion processes. It covers succinctly topics such as brownian motion, the Black-Scholes equation, Markov chain Monte Carlo and the Metropolis algorithm. Even topics such as Erdos' probabalistic method are covered in the exercises.
There are lots of entertaining and helpful comments about the problems and history of probabilty. The exercises are interesting and instructive.
I would have liked some more references in the text to help follow up some of the methods described.
4 of 4 people found the following review helpful
Format:Paperback
This book is by no means an introduction but for those with familiar with basic set and probability theory it provides a comprehensive overview of the field. The theory is built up from simple axioms [P(A) = N(A)/N] and then extended over ~600 pages to advance stochastic theory. *Thumbs up*
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Most Recent Customer Reviews
A best book before you study stochastic calculus
One of the best book I have ever read on stochastic processes but I will strongly recommend to read some abstract probability with this great book because the probability given in... Read more
Published 24 days ago by Riz
no title
The contents of this book are a little too difficult for a first year undergraduate. Many topics are not relevant to my course.
Published 15 months ago by Jian
Great
Very quick delivery, wasn't expecting the book to come so quick. The condition was what was stated. An extremely smooth transaction!
Published 21 months ago by y
This is not a quick reference book.
I was looking for a desktop reference book to provide some background information on the probability distributions that I needed in my modelling work. Read more
Published on 28 Sep 2001
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