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4.6 out of 5 stars
Probability and Random Processes
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20 of 20 people found the following review helpful
on 21 July 2002
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.
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23 of 24 people found the following review helpful
on 29 July 2001
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.
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4 of 4 people found the following review helpful
on 23 February 2009
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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1 of 1 people found the following review helpful
on 19 April 2014
I attended a course by Prof. Geoffrey Grimmett and the book reflects this well as the book constantly keeps the motivation behind the mathematics at the forefront without being afraid to show the use of more abstract ideas. I now use the book as a reference and bought it despite being available online for free (most probably generally allegedly in an illegal fashion). Most mathematics books, I find, have the problems with poor notation leading to confusion or lack of suitable problems to stop the tendency to treat the subject as a spectator sport; not true at all for this book. Buy it!
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1 of 1 people found the following review helpful
on 4 May 2012
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 this is not in very depth.
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on 11 June 2013
This is perfect for the math undergraduate who wants to know more about probability. It covers the basics, which a student would see in their first year of university, then goes on to many other more complex topics which a student might study in their second or third year. A great textbook.
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on 5 July 2014
These processes are not easy to understand, but this book serves to introduce them in a structured manner. If only this book had been available when I was an undergraduate a long time ago!
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on 23 May 2013
lecturer recommendation, very useful! lots of proof in detail which helpful. nothing more need to say, hope my exam goes well!
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on 31 July 2014
This is the best book I have ever read
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0 of 1 people found the following review helpful
on 31 January 2011
Brand new as stated. Very good service, arrived promply and well within the timescale indicated. Would recommend this supplier to others.
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