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Probability and Random Processes | 
| Authors: Geoffrey R. Grimmett, David R. Stirzaker
Publisher: Oxford University Press, USA
Category: Book
This item is no longer available
Avg. Customer Rating:  17 reviews
Sales Rank: 3789269
Media: Hardcover
Edition: 3
Number Of Items: 1
Pages: 608
Shipping Weight (lbs): 2.4
Dimensions (in): 9.3 x 6.6 x 1.4
ISBN: 0198572239
Dewey Decimal Number: 519.2
EAN: 9780198572237
ASIN: 0198572239
Publication Date: August 2, 2001
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Product Description
This third edition of this successful text gives a rigorous and extensive introduction to probability theory and an account in some depth of the most important random processes. It includes various topics which are suitable for undergraduate courses, but are not routinely taught. It is suitable for students of probability at all levels. There are four main aims: 1) to provide a thorough but straightforward account of basic probability, giving the reader a natural feel for the subject unburdened by oppressive technicalities, 2) to discuss important random processes in depth with many examples. 3) to cover a range of important but less routine topics, 4) to impart to the beginner the flavour of more advanced work. The book begins with basic ideas common to many undergraduate courses in mathematics, statistics and the sciences; it concludes with topics usually found at graduate level. The ordering and numbering of material in this third edition has been mostly preserved from the second. Minor alterations and additions have been added for clearer exposition. Highlights include new sections on sampling and Markov chain Monte Carlo, geometric probability, coupling and Poisson approximation, large deviations, spatial Poisson processes, renewal-reward, queuing networks, stochastic calculus, Ito's formula and option pricing in the Black- Scholes model for financial markets. In addition there are many (nearly 400) new exercises and problems that are entertaining and instructive; their solutions can be found in the companion volume 'One Thousand Exercises in Probability', (OUP).
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| Customer Reviews: Read 12 more reviews...
 Graduate Probability July 13, 2008
I don't think people should degrade this book because they found it to be tough. They have to blame the person or persons who chose to use the book. I think this book should be used for graduate studies in probability. Maybe people don't understand what graduate studies are all about. You are expected to master concepts when you're doing a master's degree and getting a graduate degree is not as easy as getting an undergraduate degree. I think this book challenges its users in the theory of probability and random processes. Anyone who uses this book and understands it well should have a great foundation in the theory of probability and random processes.
 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
3 out of 3 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 9 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.
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