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Probability, Random Variables and Stochastic Processes
  
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Probability, Random Variables and Stochastic Processes (Paperback)

by Athanasios Papoulis (Author) "The theory of probability deals with averages of mass phenomena occurring sequentially or simultaneously: electron emission, telephone calls, radar detection, quality control, system failure, games..." (more)
3.3 out of 5 stars See all reviews (6 customer reviews)

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Product details

  • Paperback: 624 pages
  • Publisher: McGraw-Hill Education (ISE Editions); 3rd Revised edition edition (1 Aug 1991)
  • Language English
  • ISBN-10: 0071008705
  • ISBN-13: 978-0071008709
  • Average Customer Review: 3.3 out of 5 stars See all reviews (6 customer reviews)
  • Amazon.co.uk Sales Rank: 1,668,544 in Books (See Bestsellers in Books)

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Product Description

Product Description
Designed for graduate-level courses, this text has defined the course of study in probability theory, highly regarded for its strong mathematical orientation and comprehensive coverage. The book classifies topics in probability, random variables, and stochastic processes very logically, carefully incorporating a wide range of illustrations and applications. This edition contains a substantial revision of Parts II & III with greater emphasis on realistic methods of spectral estimation and analysis, and many new problems, examples and applications.

From the Publisher
Changes to the fourth edition include: substantial updating of chapters 3 and 4; a new section on Parameter Estimation in chapter 8; a new section on Random Walks in chapter 10; and two new chapters (15 and 16) at the end of the book on Markov Chains and Queuing Theory.
A number of examples have been added to support the key topics, and the design of the book has been updated to allow the reader to easily locate the examples and theorems. --This text refers to an out of print or unavailable edition of this title.
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First Sentence
The theory of probability deals with averages of mass phenomena occurring sequentially or simultaneously: electron emission, telephone calls, radar detection, quality control, system failure, games of chance, statistical mechanics, turbulence, noise, birth and death rates, and queueing theory, among many others. Read the first page
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Customer Reviews

6 Reviews
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Average Customer Review
3.3 out of 5 stars (6 customer reviews)
 
 
 
 
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1 of 1 people found the following review helpful:
5.0 out of 5 stars Great Book, 11 Dec 2007
By Fermat "Book Lover" (London, England) - See all my reviews
This review is from: Probability, Random Variables and Stochastic Processes with Errata Sheet (Paperback)
I decided to write a review after reading the other reviews and getting a sense that they are being rather unfair. The poor rating reviews appear to be based on the reviewers' dislike for the book's style and not so much on content.

Studying quantitative finance at a postgraduate level, there is a lot that is assumed. Thus I have been looking for quite some time for a good book that ties probability theory to calculus in a step by step way that enables me to understand it from first principles. This is the first book I have seen after a long search that really makes no assumptions and covers the topics really well.

Combining this book with the Schaum series book "Probability, Random Variables, and Random Processes" has really helped me understand the material very well.
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2 of 3 people found the following review helpful:
2.0 out of 5 stars This is a reference book and it is not good for learning, 22 May 1999
By A Customer
This review is from: Probability, Random Variables, and Stochastic Processes (McGraw-Hill Series in Electrical Engineering) (Hardcover)
In very short words this book is just a very long stream of random processes equations with some explanation in between. At the same time, the cross index at the end is not very complete, this makes looking for an answer difficult (try just to put together the most fundamental properties of a Gaussian Process if you doubt about this).

One good feature of this book (and maybe this is why it's so widely used) is that it covers a very extensive list of topics.

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2 of 4 people found the following review helpful:
1.0 out of 5 stars I hate this book, 9 May 2003
This review is from: Probability, Random Variables, and Stochastic Processes (McGraw-Hill Series in Electrical Engineering) (Hardcover)
This book was recommended reading for a post graduate electronic engineering course that I studied. What can I say? Its an ugly book - I hate the fonts and the layout.

If you are very mathematically minded then you may get something out of this book. However, if you'd like the odd bit of information between successive lines of endless equations, then look elsewhere.

This book is simply line after line of maths. If you already know the maths then perhaps this could serve as a reference book. For example, the book includes a section on Characteristic Functions - it tells us the equations for generating them. At no point does this text attempt to tell us what a Characteristic Equation is. What are they for? Dunno, but I know the equations!

I got the impression that this book is recommended by so many lecturers on electrical engineering courses because it made them look more intelligent.

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Most Recent Customer Reviews

5.0 out of 5 stars It's like Marmite, you'll either love it or hate it.
I have a well thumbed copy of the second edition of this book. It is very dense in the sense of lots of information per square inch. Read more
Published 18 months ago by Michael D. Addlesee

5.0 out of 5 stars The classical text for engineers
This is the classical text for understanding and applying stochastics processes. Papoulis gets to the formal point!
Published on 1 Mar 1999

2.0 out of 5 stars The exercises are difficult
The examples in the text are very simple but the exercises in the back of each chapter are very difficult. Read more
Published on 4 Nov 1998

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