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Probability And Random Processes Paperback – 2 Aug 2001

4.4 out of 5 stars 17 customer reviews

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Product details

  • Paperback: 608 pages
  • Publisher: Oxford University Press, U.S.A.; 3 edition (2 Aug. 2001)
  • Language: English
  • ISBN-10: 0198572220
  • ISBN-13: 978-0198572220
  • Product Dimensions: 22.6 x 3.3 x 16.3 cm
  • Average Customer Review: 4.4 out of 5 stars  See all reviews (17 customer reviews)
  • Amazon Bestsellers Rank: 217,418 in Books (See Top 100 in Books)
  • See Complete Table of Contents

Product Description

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)

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

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.
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By A Customer on 29 July 2001
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.
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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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Format: Paperback Verified Purchase
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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Format: Paperback Verified Purchase
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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Format: Paperback Verified Purchase
I bough this book as I read very good opinions and I found very high ratings. I am self learner without a tutor. This book is definitely not for someone like me who wants to understand probability from very basics. It still might turn to be a good one but I have an impression it provides just dry theory, including equations which you can find anywhere else. Then you are asked to do exercises and solve some problems which have no answers. There are not any clues to help a reader to approach the problems. Of course, I am sure mathematicians, others with strong background in math, or those who are familiar with the concept and terminology find it very useful.

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 [...]
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Format: Paperback
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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Format: Paperback Verified Purchase
Nice but without solutions U have to buy another solution book. That sucks
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