Probability and Random Processes | 
| Authors: Geoffrey R. Grimmett, David R. Stirzaker
Publisher: Oxford University Press, USA
Category: Book
List Price: $76.45
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Avg. Customer Rating:  16 reviews
Sales Rank: 180484
Media: Paperback
Edition: 3
Number Of Items: 1
Pages: 608
Shipping Weight (lbs): 2.2
Dimensions (in): 9.4 x 6.6 x 1.3
ISBN: 0198572220
Dewey Decimal Number: 519.2
EAN: 9780198572220
ASIN: 0198572220
Publication Date: August 2, 2001
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Product Description
This book gives an introduction to probability and its many practical application by providing a thorough, entertaining account of basic probability and important random processes, covering a range of important topics. Emphasis is on modelling rather than abstraction and there are new sections
on sampling and Markov chain Monte Carlo, renewal-reward, queueing networks, stochastic calculus, and option pricing in the Black-Scholes model for financial markets. In addition, there are almost 400 exercises and problems relevant to the material. Solutions can be found in One Thousand Exercises
in Probability.
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| Customer Reviews: Read 11 more reviews...
 A good reference, but poor for self-instruction April 13, 2008
As other reviews have noted, this book is terse - a quality desirable in a reference but detrimental in a guide for self-study. While I have been fortunate to have an excellent professor to take me through this material, those without a guide may find the Grimmett/Stirzaker approach frustrating, unless they bring a very strong background in related areas of math.
In general, proofs are given in as few lines as possible, with little to no explanation. Unaccountably, important proofs are routinely left as exercises, and there are *no* solutions given. For solutions, inquiring minds must shell out $40+ for a companion volume.
While several reviewers have felt compelled to point out that they had no trouble teaching themselves probability from this book, it is absurd to maintain that this book is actually good for self-study. If the authors had been aiming to instruct, they would have included more examples, explanations, and solutions. Even if some purists, sadists, and braggarts don't require these luxuries, most autodidacts would do well to search for some authors who give a damn about teaching.
 Some rigorous April 21, 2007
2 out of 2 found this review helpful
I learned my probability course using famous Papoulis' book. I bought this book as a reference. It delas the probability by rigorous mathematics. If you already know probability and need more advance analysis about probability theory such as measure theory or so, this book would provide solid foundation. If you need more explanations or intuitions, a classical textbook by William Feller would be helpful.
 frustrating and confusing February 28, 2007
6 out of 8 found this review helpful
This is among the most confusing and frustrating books I have ever been forced to use. The examples are useless. Problems in chapter 6 require material in chapter 8 to solve.
If you already know everything in the book and need a reference, you *might* have some use for it, otherwise don't bother.
Come to think of it, it's probably not even a good reference. You can't find anything because definitions are hidden in the text with nothing to help you find them easily. Topics are introduced several paragraphs before their heading appears, so you can't find the information you're looking for if you forget to look at stuff 6 paragraphs before the heading that it should be under.
 Not for beginners February 10, 2006
10 out of 13 found this review helpful
This may be a good reference book for probability but certainly IS NOT recommended for someone who is just starting out with the topic. There is not much explanation of theories or concepts, examples are few. The exercises appear useful but without a good chapter behind the exercises, the exercises by themselves are of no use. The accompanying 1000 exercises is also written in the same manner. There is very little attempt to go down to the level of a beginner student, the authors appear to be so deeply immersed in the subject that they have forgotten what it is like when you encounter it for the first time.
 very good for self study November 3, 2005
15 out of 19 found this review helpful
I'm using the book as a fourth year economics student, so I already have some knowledge about probability (a very good introduction is by deGroot, probability and statistics). it is not appropriate to give the book a bad review just because it is too advanced for some reader.
so I'm writing this "review" to emphasise that the book is very good for self study even if you can't understand every single example. it may take some time (if not then you are studying stuff you already know which is not good) but it really teaches you about probability.
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