Learn more Download now Shop now Learn more Shop now Shop now Shop now Shop now Shop now Shop now Shop now Shop now Learn More Shop now Shop now Shop now Learn more Shop Fire Shop Kindle Exclusive track - Ed Sheeran Shop now Shop now



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*
0Comment| 5 people found this helpful. Was this review helpful to you? Report abuse
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.
0Comment| 25 people found this helpful. Was this review helpful to you? Report abuse
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.
0Comment| 25 people found this helpful. Was this review helpful to you? Report abuse
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!
0Comment| 2 people found this helpful. Was this review helpful to you? Report abuse
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.
0Comment| One person found this helpful. Was this review helpful to you? Report abuse
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!
0Comment| One person found this helpful. Was this review helpful to you? Report abuse
on 7 September 2016
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 [...]
0Comment| 2 people found this helpful. Was this review helpful to you? Report abuse
on 2 November 2015
Nice but without solutions U have to buy another solution book. That sucks
0Comment| One person found this helpful. Was this review helpful to you? Report abuse
on 28 September 2001
I was looking for a desktop reference book to provide some background information on the probability distributions that I needed in my modelling work. This book does not provide easily accessible information, unless you are familiar with the language of set theory.
The biggest complaint I have, is the fact the exercises in the book have no solutions; to get the solutions you have to purchase their other book One Thousand Exercises in Probability...
0Comment| 15 people found this helpful. Was this review helpful to you? Report abuse
on 10 February 2017
I find this book amazing. It does cover all but even if deep enough to cover all types of random process is very accessible. I have 5 books on the subjects and this is by far the best
0Comment|Was this review helpful to you? Report abuse