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Probability And Random Processes Paperback – 2 Aug 2001
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... 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)
About the Author
Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.
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Top Customer Reviews
If you just want a cookbook of algorithms, look elsewhere. But if you're willing to take some time, I'd recommend this.
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.
Another book "Introduction to theory of statistics" by Alexander M. Mood et. al. is much better position which I recommend, instead. Or an available online book Elementary Probability [...]
Most Recent Customer Reviews
The book was very tidy and as described. The Delivery was quick and I am very pleased with the purchase.Published on 26 Sept. 2013 by Buds30
lecturer recommendation, very useful! lots of proof in detail which helpful. nothing more need to say, hope my exam goes well!Published on 23 May 2013 by Sally Zheng
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 morePublished on 4 May 2012 by Ali
The contents of this book are a little too difficult for a first year undergraduate. Many topics are not relevant to my course.Published on 9 Feb. 2011 by Jian
Brand new as stated. Very good service, arrived promply and well within the timescale indicated. Would recommend this supplier to others.Published on 31 Jan. 2011 by pen