Digital Communications
Average customer rating: 3.5 out of 5 stars
  • worst textbook ever
  • Mediocre
  • 3.64 lbs of Pure Spirtual Abuse
  • Master Tool for stupidification of next generation communications engineers
  • Good coverage but poor organization ...
Digital Communications
John Proakis
Manufacturer: McGraw-Hill Science/Engineering/Math
ProductGroup: Book
Binding: Hardcover

GeneralGeneral | Electrical & Electronics | Engineering | Professional & Technical | Subjects | Books
Digital DesignDigital Design | Electrical & Electronics | Engineering | Professional & Technical | Subjects | Books
GeneralGeneral | Telecommunications | Engineering | Professional & Technical | Subjects | Books
DigitalDigital | Telecommunications | Engineering | Professional & Technical | Subjects | Books
GeneralGeneral | Science | Subjects | Books
Electrical & ElectronicsElectrical & Electronics | Engineering | New & Used Textbooks | Stores | Books
All TitlesAll Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
ProfessionalProfessional | Qualifying Textbooks - Fall 2007 | Stores | Books
ScienceScience | Qualifying Textbooks - Fall 2007 | Stores | Books
Similar Items:
  1. Contemporary Communication Systems Using MATLAB Contemporary Communication Systems Using MATLAB
  2. Digital Communications: Fundamentals and Applications (2nd Edition) Digital Communications: Fundamentals and Applications (2nd Edition)
  3. Wireless Communications: Principles and Practice (2nd Edition) Wireless Communications: Principles and Practice (2nd Edition)
  4. Digital Signal Processing (4th Edition) Digital Signal Processing (4th Edition)
  5. Error Control Coding, Second Edition Error Control Coding, Second Edition

Accessories:
  1. Schaum's Outline of Introduction to Digital Systems Schaum's Outline of Introduction to Digital Systems

ASIN: 0072321113

Book Description

Revised to reflect all the current trends in the digital communications field, this all-inclusive guide delivers an outstanding introduction to the analysis and design of digital communication systems. Includes expert coverage of new topics: Turbocodes, Turboequalization, Antenna Arrays, Digital Cellular Systems, and Iterative Detection. Convenient, sequential organization begins with a look at the historyo and classification of channel models and builds from there.

Customer Reviews:

2 out of 5 stars worst textbook ever.......2007-04-27

I took a graduate class at the University of Cincinnati and they used this book (it was round 2 for me as I had Communication Systems with his book that was co-authored by Salehi). Two classes + two Proakis books = brain hemorrhage. I will say that if you are mathematically strong doing well in these courses won't pose a problem. However, the amount of rereading needed to hammer in the concepts is overwhelming. It wouldn't have to be this way if he put in a lot of examples. Also, most of the problems are proofs or very complex and for that reason I noticed that neither of the professors that I had used problems from the book on exams. One exam was forced to become a take home as the results were so terrible and the other was a gram schmidt problem coupled with a small proof on bandpass signals. Some advice is in order. Follow these steps if you want to learn the material:

1.) Take and ace a Random Processes class. This will get you the background you need to blow through chapters 2 and 4 of Digital Communications by Proakis.

2.) Over break or during free time pick up the Communication Systems Engineering book and read through chapter 7 to hammer home chapter 5 of Digital Communications.

3.) Invest in a solution manual if you can find it. This way one can try ALL of the problems in the text and really learn the material.

As a final note, if you can master this course then there is absolutely no graduate class that will stand in your way. Any wireless or DSP class will seem like calc I after it.

2 out of 5 stars Mediocre.......2007-03-28

I have an earlier version of this book and I also had Dr. Proakis as a professor in graduate school. Dr. Proakis has a nack of making something simple into something complex. His teaching style is similar. I always thought com theory was very difficult until I read books by others that discussed the same topics in a more cogent and lucid style.

1 out of 5 stars 3.64 lbs of Pure Spirtual Abuse .......2006-10-26

Someone with a decent grasp of com-theory giving this book five stars is beyond my comprehension. It provides instructors all the benefits of deception with virtually no risk of being deceived themselves. Even taking into account intellectual deception and cultural coercion due to a sense of professional self-preservation and survival, the use or praise of this text is beyond justification. Unless someone has the emotional intelligence of a turnip or purely enjoys seeing students in a state of PTSD (post-traumatic stress disorder), there is no way anybody should be saying "I love it" (official Amazonian meaning of 5 stars) about this text.

2 out of 5 stars Master Tool for stupidification of next generation communications engineers.......2006-07-15

Let me explain the title below with a quote: < < According to Professor Donaldo Macedo, director of the Applied Linguistics Graduate Program, schools do not always serve the best interests of their students. Combined with media and other social institutions, educational institutions often stifle critical thinking by creating a pretext of equality and perpetuating ignorance through what Macedo refers to as a process of "stupidification" or forced submission of the mind.>>

Proakis offers a major volume of cut and paste research results without intuition despite it is in its fourth edition. The volume of the book forces graduate students to scan the book without much thinking to learn the labels so that they can get through job interviews or decorate their resumes. As a result, the next generation engineers are bred as table look-up employees, dropping algorithm names without understanding the deep reasoning behind various approaches.

Proakis makes a decent acronym look-up dictionary, however undue trust on the quality and coverage of this book results in arrested mental development. This poses a significant challenge to hiring managers for research positions.

Two stars are given for the copy and paste effort since it takes two keys to do so (CTRL-C/CTRL-V). Buy for communicating with the lost generation, buy Wozencraft&Jacobs/VanTrees/Gallager and read tutorial papers to get a deep understanding if you care to learn the fundamentals of your profession.

If you dont care to learn your engineering profession fundamentals, then why dont you do an MBA?

3 out of 5 stars Good coverage but poor organization ..........2003-10-20

I both love and hate this book at the same time! Its great for its wide coverage and unified presentation of material but the organization is rather poor indeed. There is little motivation and the material is presented as a matter of fact collection of topics. The presentation also seems to be out of sequence at times.

Other gripes: The errata is quite large and still not complete. Upon closer inspection, I found that several of the problems require assumptions that are not clearly described in the problem statement. This leads to a frustrating experience at times.

I can think of ways in which the material could be re-organized to make the "flow" much better. Doing this and adding little motivation and connecting material would make this a truly great book. I don't think that much additional effort is required for the re-organization - too bad this hasn't happened in the first 4 editions.

A major plus of the book remains - nothing else comes close in coverage. So it is still a pretty decent book if you can get the intuition and organization from elsewhere.
Inside Volatility Arbitrage : The Secrets of Skewness
Average customer rating: 4.5 out of 5 stars
  • Cool !
  • Finally !
  • Review of Stochastic Volatility
  • Practitioners Beware
Inside Volatility Arbitrage : The Secrets of Skewness
Alireza Javaheri
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover

GeneralGeneral | Popular Economics | Business & Investing | Subjects | Books
GeneralGeneral | Business & Investing | Subjects | Books
StocksStocks | Investing | Business & Investing | Subjects | Books
GeneralGeneral | Finance | Accounting & Finance | Professional & Technical | Subjects | Books
Look Inside Business BooksLook Inside Business Books | Trip | Specialty Stores | Books
All Amazon UpgradeAll Amazon Upgrade | Amazon Upgrade | Stores | Books
Business & InvestingBusiness & Investing | Amazon Upgrade | Stores | Books
Professional & TechnicalProfessional & Technical | Amazon Upgrade | Stores | Books
All TitlesAll Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
Business & InvestingBusiness & Investing | Qualifying Textbooks - Fall 2007 | Stores | Books
ProfessionalProfessional | Qualifying Textbooks - Fall 2007 | Stores | Books
Similar Items:
  1. The Volatility Surface: A Practitioner's Guide (Wiley Finance) The Volatility Surface: A Practitioner's Guide (Wiley Finance)
  2. Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance) Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance)
  3. Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Finance) Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Finance)
  4. The Complete Guide to Option Pricing Formulas The Complete Guide to Option Pricing Formulas
  5. Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

ASIN: 0471733873

Book Description

Todays traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a possible trading opportunity. Inside Volatility Arbitrage can help them do this. Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatility -- time series and financial econometrics -- in a way that he believes is superior to methods presently used by market participants. He also suggests that there may be "skewness" trading opportunities that can be used to trade the markets more profitably. Filled with in-depth insight and expert advice, Inside Volatility Arbitrage will help traders discover when "skewness" may present valuable trading opportunities as well as why it can be so profitable.

Order your copy of this groundbreaking new work on assessing volatility using financial econometrics to trade against "skewness" scenarios today.

Customer Reviews:

5 out of 5 stars Cool !.......2005-09-24

Best investment I have made in years ! The book is clear, detailed and complete. I recommend it to anyone interested in volatilty models.

5 out of 5 stars Finally !.......2005-09-24

Finally a book explaining all the details and techniques of estimation and volatility arbitrage !
I had been waiting for something like this for a long time.

5 out of 5 stars Review of Stochastic Volatility.......2005-09-22

This book is an excellent overview of all the work that has been done in the field of stochastic vol. There is no area of research that is not touched upon in the book. The mathematics is very dense and it requires a lot of digging through to get to the point. I would highly recommend the book as a reference book for stochastic vol.

3 out of 5 stars Practitioners Beware.......2005-09-18

I've ordered dozens of books from Amazon over the years and this is the 1st one I'm returning. The title is nonsense -- it should read Stochastic Volatility Models for Phds.
One Thousand Exercises in Probability
Average customer rating: 4 out of 5 stars
  • Great, fast
  • On balance, this is a great book
  • Well worth the effort
  • Lots of answers, not many solutions
One Thousand Exercises in Probability
Geoffrey R. Grimmett , and David R. Stirzaker
Manufacturer: Oxford University Press, USA
ProductGroup: Book
Binding: Paperback

EconometricsEconometrics | Economics | Business & Investing | Subjects | Books
GeneralGeneral | Science | Subjects | Books
GeneralGeneral | Mathematics | Science | Subjects | Books
Probability & StatisticsProbability & Statistics | Applied | Mathematics | Science | Subjects | Books
StatisticsStatistics | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
Stochastic ModelingStochastic Modeling | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
All TitlesAll Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
Business & InvestingBusiness & Investing | Qualifying Textbooks - Fall 2007 | Stores | Books
ProfessionalProfessional | Qualifying Textbooks - Fall 2007 | Stores | Books
ScienceScience | Qualifying Textbooks - Fall 2007 | Stores | Books
Similar Items:
  1. Probability and Random Processes Probability and Random Processes
  2. Fifty Challenging Problems in Probability with Solutions Fifty Challenging Problems in Probability with Solutions
  3. Measure, Integral and Probability Measure, Integral and Probability
  4. First Look at Rigorous Probability Theory First Look at Rigorous Probability Theory
  5. Probability with Martingales (Cambridge Mathematical Textbooks) Probability with Martingales (Cambridge Mathematical Textbooks)

ASIN: 0198572212

Book Description

This book is a revised, updated and greatly expanded version of the authors' "Probability and Random Processes: Problems and Solutions", first published in 1992. The 1000+ exercises contained within are not merely drill problems but have been chosen to illustrate the concepts, illuminate the subject, and both inform and entertain the student. Topics cover a broad range of subjects, including: elementary aspects of probability and random variables; sampling; Markov chains; convergence; stationary processes; renewals; queues; Martingales; diffusion; mathematical finance and the Black-Scholes model. This text is intended for general use, and to serve students as a companion text for elementary, intermediate and advanced courses in probability and random processes. Useful for anyone needing a large source of problems in these areas and at all levels. This book also acts as a companion volume to the new edition of Probability and Random Processes 3/e, (OUP - 2001), providing the solutions for the problems and exercises.

Customer Reviews:

5 out of 5 stars Great, fast.......2006-03-18

I get the book soon even if I make a mistake for the address!

5 out of 5 stars On balance, this is a great book.......2002-08-29

Grimmett & Stirzaker's book, *One Thousand Exercises in Probability, 2nd ed.,* contains exercises with answers/solutions to each and every exercise covering a wide range of topics from probability. Although this book is a companion to G & S's 3rd edition of *Probability and Random Processes,* the authors strove to make the *Exercises* book stand on its own.

The 2 previous reviewers took a widely different view of this book. I wanted to have a balanced approach to reviewing this book. I hope this helps.

-- This book has exercises that cover a wide range of topics in probability. It starts from basic issues in probability and eventually covers topics like queueing, Monte Carlo (& Markov Chain Monte Carlo), Ito's lemma & financial option valuation, etc. Any one vaguely interested in probability realizes that the topics covered by Grimmett & Stirzaker are *hot topics* and very useful to those who want to try to get a sense of how important probability theory is in real life. I can't think of a comparable book that is so ambitious and covers so much useful ground in one place. [At least not one with answers to every question.]

-- I am not personally familiar with Grimmett's work (I believe he is at Cambridge University). I am, however, familiar with Strizaker's work (he is at Oxford). I consider him to be one of the finest expositers of probability theory. Stirzaker's views on probability theory (which I read in a different work) is one of the most lucid and sensible I have ever come across. Anyone seriously interested in probability should try to get exposure to Stirzaker's thoughts on the matter.

-- I believe this book is GREAT for self-study. One of the major problems I have with many math, science, engineering, and other technical books is that -- even very good books -- do not provide answers/solutions to the questions they pose. As someone who is very interested in self-study, I find a book like this one -- which has the answers/solutions to ALL of the questons -- to be extremely refreshing and welcomed.

To address the prior criticism that this book does not contain a sufficient amount of detail in the solutions .... I would suggest that such a criticism is unfair. As I pointed out above (and most people know) it is very rare to have technical books like this where there are a great deal of interesting and useful exercises given plus answers/solutions to all of the questions posed. For 2 emminent Oxbridge dons to write such a book is even more exciting.

In all fairness, Grimmett & Stirzaker wrote this book with the intent that it be used along with an appropriate probability textbook(s). Any one willing to take the time to look at the solutions given along with a companion text should be able to work out what went wrong (or right) with any question that the reader attempts to work out.

In closing, I highly recommend this book to anyone who is interested in going from a novice level at probability to a point where you can approach and solve useful problems in probability.

5 out of 5 stars Well worth the effort.......2002-01-18

I appreciate the other reviewer's oppinion as it is indeed true
that some of the problems' solutions are succinct.

However it is clearly not the point of the set of books to provide
the reader with fully worked solutions to every problem. It is
often like this in maths, you just got to go for it, no matter.

If you kick off from the first chapter and attempt the problems
in increasing order of diffculty keeping the course book by your
side, you should be fine, really.

This course is very rewarding.

2 out of 5 stars Lots of answers, not many solutions.......2002-01-10

This book was a big disappointment for me. I give it two stars for providing the answers to the problems. It would get much more if it actually provided adequate solutions to the problems. It is a good book if you know basically how to do the problems and just want to check answers. I guess I'm just stupid because I could use some guidance for starting and proceeding through the problems. The "solutions" often omit what I would deem to be crucial startup steps for many of the problems; without those critical steps, the "solution" that is given (which sometimes consists of nothing but the final answer) can be extremely difficult to comprehend. I had high hopes when I purchased this book; I thought it would be well worth my money to get solutions to the problems so I could figure out the errors in my reasoning. Unfortunately I was gravely mistaken.

Other reviews indicate that this is typical and I would agree, it's not written to those who need help but those who have a strong grasp on the topic. It doesn't matter to me who has written a book, if it's not helpful it's just not worth the money.
Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers "Solution manual only" Not a test CD.
Average customer rating: 4 out of 5 stars
  • Pretty Good Book
  • Best book on the subject I have come across
  • A better book to understand Probability and Random Processes
  • NOT THE BEST OUT THERE
  • A supportive reader
Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers "Solution manual only" Not a test CD.
Roy D. Yates , and David J. Goodman
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover

GeneralGeneral | Electrical & Electronics | Engineering | Professional & Technical | Subjects | Books
StatisticsStatistics | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
GeneralGeneral | Science | Subjects | Books
GeneralGeneral | Mathematics | Science | Subjects | Books
Probability & StatisticsProbability & Statistics | Applied | Mathematics | Science | Subjects | Books
GeneralGeneral | Arts & Photography | Subjects | Books
Look Inside Art BooksLook Inside Art Books | Trip | Specialty Stores | Books
Look Inside Science BooksLook Inside Science Books | Trip | Specialty Stores | Books
All DealsAll Deals | Blowout Books | Stores | Books
Arts & PhotographyArts & Photography | Blowout Books | Stores | Books
ScienceScience | Blowout Books | Stores | Books
All TitlesAll Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
Arts & PhotographyArts & Photography | Qualifying Textbooks - Fall 2007 | Stores | Books
ProfessionalProfessional | Qualifying Textbooks - Fall 2007 | Stores | Books
ScienceScience | Qualifying Textbooks - Fall 2007 | Stores | Books
Similar Items:
  1. Schaum's Outline of Probability, Random Variables, and Random Processes Schaum's Outline of Probability, Random Variables, and Random Processes
  2. Linear Systems and Signals (The Oxford Series in Electrical and Computer Engineering) Linear Systems and Signals (The Oxford Series in Electrical and Computer Engineering)
  3. Microelectronic Circuits: includes CD-ROM (The Oxford Series in Electrical and Computer Engineering) Microelectronic Circuits: includes CD-ROM (The Oxford Series in Electrical and Computer Engineering)
  4. Signals and Systems (2nd Edition) Signals and Systems (2nd Edition)
  5. Computer Organization and Design, Revised Printing, Third Edition, Third Edition: The Hardware/Software Interface (The Morgan Kaufmann Series in Computer ... Series in Computer Architecture and Design) Computer Organization and Design, Revised Printing, Third Edition, Third Edition: The Hardware/Software Interface (The Morgan Kaufmann Series in Computer ... Series in Computer Architecture and Design)

ASIN: 0471272140

Book Description

This user-friendly resource will help you grasp the concepts of probability and stochastic processes, so you can apply them in professional engineering practice. The book presents concepts clearly as a sequence of building blocks that are identified either as an axiom, definition, or theorem. This approach provides a better understanding of the material, which can be used to solve practical problems.

Key Features:

Customer Reviews:

4 out of 5 stars Pretty Good Book.......2007-09-26

So i bought this book for my engineering probability class. the book is very concise and not as boring as alot of other books I read. Sometimes though its like the material is too vague at times. Sometimes the material is presented rather awkwardly with things like variance coming after all the different types of families of random variables. A good older reference book that has more information should be accompanied with this in case there is some minor confusion. It is still a pretty decent book though you just need a reference every once in a while. The matlab sections at the end of each chapter are pretty neat especially if you are going into an area of engineering with porbability involved and using matlab to model.

5 out of 5 stars Best book on the subject I have come across.......2007-03-23

I have taken three classes on this subject, and I am confident in my recomendation of this text. For a first year M.S. class, I had the misfortune of having the instructor use Stark and Woods, which is overly complicated, dense, and in my opinion, the authors attempt to make the subject more difficult than it really is by including advanced topics, such as parameter estimation, in introductory chapters. This book, on the other hand, goes over all the basics in a very clean and presentable manner. I picked up this book during the class using Stark and Woods, and my performance increased drastically. This is an excellent reference and text for self study. A real life saver as well. Only complaint: it would be nice to have solutions to select problems. Most people will tell you that the only way to learn the subject is through practice, but as far as learning pricipals, this book is spot on.

5 out of 5 stars A better book to understand Probability and Random Processes.......2006-04-16

I have gone through many books, including the one by Papoulis, to understand the concepts behind Random processes. There was one of the 2 problems in each book: Either the explanation was very poor with very less examples Or the book was too mathematical. No book has addressed and corrected the 2 problems completely till now to my knowledge. But, this book has tried to provide very good reading for any person in electrical engineering as the name itself suggests. Highly recommended for students to have a quick grasp of the subject.

1 out of 5 stars NOT THE BEST OUT THERE.......2005-09-21

I gave this book 1 star because it is not the worst, but it is far from the best. This book is not a good book for an undergradute EE student desiring to really learn the subject.
Although the author claims that this is a friendly introduction, it is far from that. The first disappointment about this book is the introduction. The author mentioned how difficult the subject is. This in itself is discouraging for any sincere student really wanting to learn the subject. Secondly the coverage of random variables is bad, especially the single random variables. He made two poor decisions, first by seperating discrete and continous random variables. This approach confuses many students, because most engineering students can understand the calculus more than the dicrete math. If he feels that seperation is necessary then continous random variables should have been presented first. Finally no answers to any of the problems. That is a silly policy, how in the can students get feedback on their progress in the subject. I sincerely hope that professor Yates is not arrogant and will at least consider my comments. Lastly the textbook written by Richard H. Williams is the best ever written on the subject. Many arrogant professors will probably look down on his textbook because he actually teaches and explains the subject better than most.

5 out of 5 stars A supportive reader.......2005-01-13

Let me begin by saying this book is written at a level for senior level B.S. and first year M.S. engineering (not math) students. It is the best book I've seen for introducing probability, random variables and related concepts to this student demographic (particularly to Elec. Eng. or Comp. Eng majors). It has all the introductory concepts and lays out the foundation for later subject matter in a seemless, easy to read and friendly manner. To qualify this statement, let me say that I had taken a similar engineering-related probability course in school a few years back that covered most of the same topics found in the Yates and Goodman book. I was confused about several issues even after I completed the course. It wasn't until I found this text and began reading it that all the questions and doubts I'd had went away. This text doesn't cover more advanced probability related concepts like entropy, mutual information and a host of others. What it does do is clearly provide you with the foundation in probability so that you can later read other more "involved" books like Stark and Woods or Papoulis and Pillai without the agony.
Schaum's Outline of Probability, Random Variables, and Random Processes
Average customer rating: 5 out of 5 stars
  • Tons of helpful solved examples
  • THANK YOU SCHAUM"S!
  • Essential supplement for any course in random processes
  • A great exercise book
  • A great supplement to your text book
Schaum's Outline of Probability, Random Variables, and Random Processes
Hwei Hsu
Manufacturer: McGraw-Hill
ProductGroup: Book
Binding: Paperback

GeneralGeneral | Engineering | Professional & Technical | Subjects | Books
StatisticsStatistics | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
GeneralGeneral | Science | Subjects | Books
GeneralGeneral | Mathematics | Science | Subjects | Books
Probability & StatisticsProbability & Statistics | Applied | Mathematics | Science | Subjects | Books
General & ReferenceGeneral & Reference | Technology | Science | Subjects | Books
Study GuidesStudy Guides | Reference | Subjects | Books
Look Inside Reference BooksLook Inside Reference Books | Trip | Specialty Stores | Books
Look Inside Science BooksLook Inside Science Books | Trip | Specialty Stores | Books
All Amazon UpgradeAll Amazon Upgrade | Amazon Upgrade | Stores | Books
EngineeringEngineering | Amazon Upgrade | Stores | Books
Professional & TechnicalProfessional & Technical | Amazon Upgrade | Stores | Books
ReferenceReference | Amazon Upgrade | Stores | Books
ScienceScience | Amazon Upgrade | Stores | Books
Schaum's OutlinesSchaum's Outlines | Amazon Upgrade | Stores | Books
All TitlesAll Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
ProfessionalProfessional | Qualifying Textbooks - Fall 2007 | Stores | Books
ReferenceReference | Qualifying Textbooks - Fall 2007 | Stores | Books
ScienceScience | Qualifying Textbooks - Fall 2007 | Stores | Books
Similar Items:
  1. Schaum's Outline of Probability and Statistics Schaum's Outline of Probability and Statistics
  2. Schaum's Outline of Linear Algebra Schaum's Outline of Linear Algebra
  3. Schaum's Outline of Probability, 2nd Edition Schaum's Outline of Probability, 2nd Edition
  4. Schaum's Outline of Signals and Systems Schaum's Outline of Signals and Systems
  5. Schaum's Outline of Statistics Schaum's Outline of Statistics

ASIN: 0070306443

Book Description

Designed for students in various disciplines of engineering, science, mathematics, management and business, this effective study tool includes hundreds of problems with step-by-step solutions and another 150 problems with hints or delayed answers. The solved problems illustrate and strongly reinforce vital theory and techniques. Topics taught include functions of random variables; expectation and limit theorems; and estimation theory, decision theory and queuing theory.

Customer Reviews:

5 out of 5 stars Tons of helpful solved examples.......2006-10-26

I wish I had this when I was taking my probability courses. It presents concepts in a clear and understandable way, and the solved problems provide excellent guidance. After working through the solved examples, I finally had a better understanding of random variables, pdfs, cdfs, random processes, etc. I would strongly encourage solving as many problems as you can in this book as you are going through other texts or taking a class on this. Reading through a textbook may lull you into thinking you already understand it, and waiting a long time for feedback on homework may make you more lost in class. Doing exercises will help identify your weaknesses and provide instant feedback on areas you may need to study more. With this stronger foundation, you can appreciate and understand better what the other texts are discussing.

5 out of 5 stars THANK YOU SCHAUM"S!.......2006-05-14

This book is a GOD SEND. I have been utterly confused in my upper division probability course, but this book has so many great worked out problems that it worked out all my problems understanding the subject material. I thought I would fail the class, but I will probably get a B!

5 out of 5 stars Essential supplement for any course in random processes.......2005-10-10

I used this book in conjunction with "Probability and Random Processes with Applications to Signal Processing" by Stark & Woods, and I would have to say that this Schaum's outline filled in the gaps nicely. Stark & Woods has a nice selection of exercises, but unfortunately there are no solutions to any of the problems in the book, so you have no way of knowing whether or not you have grasped the material. That is where this outline came in handy. It manages to cover all of the issues in random processes, including basic probability, random variables and multiple random variables, functions of random variables, convolution, estimation and decision theory, and queueing theory. Chapters five and six on the processing and analysis of random processes are particularly useful to those readers who are interested in applications to signal processing and communications theory. Each chapter has an excellent selection of exercises with solutions to test your knowledge. The only possible drawback of this text is that it often approaches the material from a mathematician's viewpoint more than that of an engineer. Therefore, there are quite a few proofs included as exercises that probably won't be that helpful for students of the applied sciences. The reader should already be comfortable with multivariable calculus as well as linear algebra to get the most from this book. Also, though chapter one reviews probability quite well, this should probably not be your first excursion into the subject. The only difficult part of random processes that I found this book a bit weak on was on the subject of functions of random variables. Again, this is probably because this text takes more of a mathematician's point of view and functions of random variables is more of an engineering subject.

5 out of 5 stars A great exercise book.......2005-09-25

This book has many exercises with answers/solutions to each and every exercise covering a wide range of topics from probability. The book, however, should be used along with an appropriate probability textbook. An excellent companion to Hsu's book is the introductory text by Henk Tijms. This book contains many worked-out examples and exercises as well, but also explains why probability works and how it can be applied in practice. As engineering student, I learned a lot by using both books.

5 out of 5 stars A great supplement to your text book.......2005-07-28

I love this book's great collection of solved examples and problem exercises. It will definitely improve your understanding and clear out a lot of doubts. I would not recommend it to be used as a sole textbook. There is simply not enough theoratical information. It is definitely a very good supplement to any classic text on probability and stochastics.
Adventures in Stochastic Processes
Average customer rating: 4 out of 5 stars
  • Review of adventures in stochastic processes
  • Not a beginner's book!
  • Very good math textbook
  • Pretty good.
Adventures in Stochastic Processes
Sidney I. Resnick
Manufacturer: Birkhäuser Boston
ProductGroup: Book
Binding: Hardcover

GeneralGeneral | Science | Subjects | Books
Probability & StatisticsProbability & Statistics | Applied | Mathematics | Science | Subjects | Books
StatisticsStatistics | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
Stochastic ModelingStochastic Modeling | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
All Amazon UpgradeAll Amazon Upgrade | Amazon Upgrade | Stores | Books
Professional & TechnicalProfessional & Technical | Amazon Upgrade | Stores | Books
ScienceScience | Amazon Upgrade | Stores | Books
All TitlesAll Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
ProfessionalProfessional | Qualifying Textbooks - Fall 2007 | Stores | Books
ScienceScience | Qualifying Textbooks - Fall 2007 | Stores | Books
Similar Items:
  1. A Probability Path A Probability Path
  2. Probability with Martingales (Cambridge Mathematical Textbooks) Probability with Martingales (Cambridge Mathematical Textbooks)
  3. Stochastic Processes Stochastic Processes
  4. Probability and Measure, 3rd Edition Probability and Measure, 3rd Edition
  5. First Look at Rigorous Probability Theory First Look at Rigorous Probability Theory

ASIN: 0817635912

Book Description

Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. In a lively and imaginative presentation, studded with examples, exercises, and applications, and supported by inclusion of computational procedures, the author has created a textbook that provides easy access to this fundamental topic for many students of applied sciences at many levels. With its carefully modularized discussion and crystal clear differentiation between rigorous proof and plausibility argument, it is accessible to beginners but flexible enough to serve as well those who come to the course with strong backgrounds. The prerequisite background for reading the book is a graduate level pre-measure theoretic probability course. No knowledge of measure theory is presumed and advanced notions of conditioning are scrupulously avoided until the later chapters of the book.

The book can be used for either a one or two semester course as given in departments of mathematics, statistics, operation research, business and management, or a number of engineering departments. Its approach to exercises and applications is practical and serious. Some underlying principles of complex problems and computations are cleanly and quickly delineated through rich vignettes of whimsically imagined Happy Harry and his Optima Street gang’s adventures in a world whose randomness is a never-ending source of both wonder and scientific insight.

The tools of applied probability---discrete spaces, Markov chains, renewal theory, point processes, branching processes, random walks, Brownian motion---are presented to the reader in illuminating discussion. Applications include such topics as queuing, storage, risk analysis, genetics, inventory, choice, economics, sociology, and other. Because of the conviction that analysts who build models should know how to build them for each class of process studied, the author has included such constructions.

Customer Reviews:

4 out of 5 stars Review of adventures in stochastic processes.......2007-03-17

In advance I would like to apologize for my poor englisch.
The book is pretty good. Not for light reading, because it is advanced probibility theory and because the book is very heavy ;).
The explanations are clear and the examples are good to understand the theory. With regard to advancement it is a standard American study book.

Good luck in your course stochastic processes,
kiss Daniëlle

2 out of 5 stars Not a beginner's book!.......2005-07-12

I used this book in both my "introduction" to stochastic processes course as well as for a more advanced Markov chains class. The book was VERY difficult to understand, and the notation does not aid in the explanation at all. I found the material to be presented in an odd order and NOT AT ALL friendly for a beginner! The material is very dense (I think that I covered perhaps 4 chapters during the course of my two semesters using this class), and does not reconcile intuition with the proofs. The Markov chains portions of the book are more understandable than the stochastic processes portions (point processes, Poisson processes, etc). I'd suggest both books by Sheldon Ross instead (the Introduction to Probability Models for beginners and the Stochastic Processes book for a beginning graduate student or beyond). I now use my copy of this book for a doorstop.

4 out of 5 stars Very good math textbook.......2004-05-16

I will give separate rate to Chapter 1, 2, 6 since I have only learned these 3 chapters in class.
Chapter 1. Preliminaries --- 5/5 very well written
Chapter 2. Markov Chains --- 6/5 superbly written
Chapter 6. Brownian Motion --- 3/5 could have been explained in a simpler way
This book is very accessible to beginners who have a good math sense, but it's not recommended for non-math major.

5 out of 5 stars Pretty good........2002-04-18

This book gives the basic essentials of stochastic processes in a rigorous yet very readable way. The standart subjects (Discrete time/continuous time Markov chains, renewal processes, Poisson processes) are treated in good detail. Some more advanced subjects (Brownian motion and general random walk) are also given.

The presentation is very organized, and the author gives many interesting (and mostly, fun to read) examples. The introductory material in chapter 1 is very detailed. Chapter 2 on discrete time MC's is excellent. (I especially enjoyed seeing the interplay between convergence of time-averages and distributions).

This book is obviously more advanced than some other texts in this area (e.g., S. M. Ross - Stochastic Processes), and it emphasizes the technicality behind the proofs a bit more. I think that after learning the basic ideas in some undergrad level course, it is easier to read. One drawback of the book is that in some places the treatment is a bit dry (e.g., in the beginning of chapter 3 - Renewal processes).

Overall, I give it 4.5 / 5 stars.
Probability and Random Processes
Average customer rating: 3.5 out of 5 stars
  • Some rigorous
  • frustrating and confusing
  • Not for beginners
  • very good for self study
  • A poor choice for any class or self study
Probability and Random Processes
Geoffrey R. Grimmett , and David R. Stirzaker
Manufacturer: Oxford University Press, USA
ProductGroup: Book
Binding: Paperback

GeneralGeneral | Science | Subjects | Books
GeneralGeneral | Mathematics | Science | Subjects | Books
Probability & StatisticsProbability & Statistics | Applied | Mathematics | Science | Subjects | Books
StatisticsStatistics | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
Stochastic ModelingStochastic Modeling | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
Look Inside Science BooksLook Inside Science Books | Trip | Specialty Stores | Books
All TitlesAll Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
ProfessionalProfessional | Qualifying Textbooks - Fall 2007 | Stores | Books
ScienceScience | Qualifying Textbooks - Fall 2007 | Stores | Books
Similar Items:
  1. One Thousand Exercises in Probability One Thousand Exercises in Probability
  2. Schaum's Outline of Probability, Random Variables, and Random Processes Schaum's Outline of Probability, Random Variables, and Random Processes
  3. Fifty Challenging Problems in Probability with Solutions Fifty Challenging Problems in Probability with Solutions
  4. Statistical Inference Statistical Inference
  5. Probability with Martingales (Cambridge Mathematical Textbooks) Probability with Martingales (Cambridge Mathematical Textbooks)

ASIN: 0198572220

Book Description

The third edition of this successful text gives a rigorous introduction to probability theory and the discussion of the most important random processes in some depth. It includes various topics which are suitable for undergraduate courses, but are not routinely taught. It is suitable to the beginner, and provides a taste and encouragement for more advanced work. 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 books begins with basic ideas common to many undergraduate courses in mathematics, statistics and the sciences; in 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, queueing 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 2001).

Customer Reviews:

4 out of 5 stars Some rigorous.......2007-04-21

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.

1 out of 5 stars frustrating and confusing.......2007-02-28

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.

2 out of 5 stars Not for beginners.......2006-02-11

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.

5 out of 5 stars very good for self study.......2005-11-03

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.

2 out of 5 stars A poor choice for any class or self study.......2005-09-18

I am using this book in a graduate level probability theory class and I cannot recommend it. It's text is often terse and examples are few. The solutions guide (One Thousand Exercises in Probability) is just as bad. Proofs are left to the reader or completed in one line without explanation, even in the solutions manual.

Weak Convergence and Empirical Processes: With Applications to Statistics (Springer Series in Statistics)
Average customer rating: 5 out of 5 stars
  • The best book on empirical processes.
Weak Convergence and Empirical Processes: With Applications to Statistics (Springer Series in Statistics)
Aad W. van der Vaart , and Jon A. Wellner
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

GeneralGeneral | Science | Subjects | Books
CalculusCalculus | Pure Mathematics | Mathematics | Science | Subjects | Books
GeneralGeneral | Mathematics | Science | Subjects | Books
Probability & StatisticsProbability & Statistics | Applied | Mathematics | Science | Subjects | Books
StatisticsStatistics | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
StatisticsStatistics | Mathematics | Sciences | New & Used Textbooks | Stores | Books
GeneralGeneral | Mathematics | Sciences | New & Used Textbooks | Stores | Books
All Amazon UpgradeAll Amazon Upgrade | Amazon Upgrade | Stores | Books
Professional & TechnicalProfessional & Technical | Amazon Upgrade | Stores | Books
ScienceScience | Amazon Upgrade | Stores | Books
All TitlesAll Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
ProfessionalProfessional | Qualifying Textbooks - Fall 2007 | Stores | Books
ScienceScience | Qualifying Textbooks - Fall 2007 | Stores | Books
Look Inside Science BooksLook Inside Science Books | Trip | Specialty Stores | Books
Similar Items:
  1. Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics) Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics)
  2. Approximation Theorems of Mathematical Statistics Approximation Theorems of Mathematical Statistics
  3. Efficient and Adaptive Estimation for Semiparametric Models Efficient and Adaptive Estimation for Semiparametric Models
  4. Testing Statistical Hypotheses (Springer Texts in Statistics) Testing Statistical Hypotheses (Springer Texts in Statistics)
  5. Empirical Processes in M-Estimation (Cambridge Series in Statistical and Probabilistic Mathematics) Empirical Processes in M-Estimation (Cambridge Series in Statistical and Probabilistic Mathematics)

ASIN: 0387946403

Book Description

This book provides an account of weak convergence theory and empirical processes and their applications to a wide variety of applications in statistics. The first part of the book presents a thorough account of stocastic convergence in its various forms. Part 2 brings together the theory of empirical processes in a form accessible to statisticians and probabilists. In Part 3, the authors cover a range of topics which demonstrate the applicability of the theory to important questions such as: limit theorems in asymptotic statistics; measures of goodness of fit; the bootstrap; and semiparametric estimation. Most of the sections conclude with "problems and complements". Some of these are exercises to help the reader's understanding of the material whereas others are intended to supplement the text.

Customer Reviews:

5 out of 5 stars The best book on empirical processes........2000-03-27

It's a beautifully written book. Many useful techniques with examples of application. Great reference book. Must have in your library.
Probability and Random Processes for Electrical Engineering (2nd Edition)
Average customer rating: 2.5 out of 5 stars
  • Don't know why it's getting all these negative reviews...
  • Good book ... stop whining
  • Very few solved problems
  • An excellent first course in Probability
  • A Disgrace to Engineering
Probability and Random Processes for Electrical Engineering (2nd Edition)
Albert Leon-Garcia
Manufacturer: Prentice Hall
ProductGroup: Book
Binding: Paperback

GeneralGeneral | Electrical & Electronics | Engineering | Professional & Technical | Subjects | Books
TelecommunicationsTelecommunications | Engineering | Professional & Technical | Subjects | Books | Antennas | Digital | General | Microwaves | Networks | Optical Communication Engineering | Radio & Wireless | Satellite | Telephone Systems | Television & Video
StatisticsStatistics | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
GeneralGeneral | Applied | Mathematics | Science | Subjects | Books
Probability & StatisticsProbability & Statistics | Applied | Mathematics | Science | Subjects | Books
GeneralGeneral | Engineering | Applied | Mathematics | Science | Subjects | Books
GeneralGeneral | Computers & Internet | Subjects | Books
GeneralGeneral | Arts & Photography | Subjects | Books
Electrical & ElectronicsElectrical & Electronics | Engineering | New & Used Textbooks | Stores | Books
StatisticsStatistics | Mathematics | Sciences | New & Used Textbooks | Stores | Books
GeneralGeneral | Mathematics | Sciences | New & Used Textbooks | Stores | Books
All TitlesAll Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
Arts & PhotographyArts & Photography | Qualifying Textbooks - Fall 2007 | Stores | Books
Computers & InternetComputers & Internet | Qualifying Textbooks - Fall 2007 | Stores | Books
ProfessionalProfessional | Qualifying Textbooks - Fall 2007 | Stores | Books
ScienceScience | Qualifying Textbooks - Fall 2007 | Stores | Books
Look Inside Art BooksLook Inside Art Books | Trip | Specialty Stores | Books
Look Inside Computer BooksLook Inside Computer Books | Trip | Specialty Stores | Books
Look Inside Science BooksLook Inside Science Books | Trip | Specialty Stores | Books
Similar Items:
  1. Schaum's Outline of Probability, Random Variables, and Random Processes Schaum's Outline of Probability, Random Variables, and Random Processes
  2. Discrete-Time Signal Processing (2nd Edition) Discrete-Time Signal Processing (2nd Edition)
  3. Signals and Systems (2nd Edition) Signals and Systems (2nd Edition)
  4. Probability, Random Variables and Stochastic Processes with Errata Sheet Probability, Random Variables and Stochastic Processes with Errata Sheet
  5. Digital Signal Processing (4th Edition) Digital Signal Processing (4th Edition)

ASIN: 020150037X

Customer Reviews:

5 out of 5 stars Don't know why it's getting all these negative reviews..........2007-08-02

...maybe I'm just dumb. This was the textbook for a senior/ first-year grad student EE probability course. I found it well-organized and well-written, with plenty of examples designed to illustrate and reinforce important concepts. I cannot answer as to its mathematical rigor, not being a mathematician, but as an engineer I found the derivations thorough (i.e., not a lot of skipped steps or hand waving). Yes, the homework problems at the end of the chapters were harder than the examples: aren't they supposed to be? And yes, not many answers were given in the back of the book, but the nature of the material is such that having the answer doesn't really help you. For worked problems, I highly recommend the Schaum's Outline (which saved my bacon on a number of homework problems).

I did very well in that course, and feel that reading this book gave me a firm grasp of the material.

4 out of 5 stars Good book ... stop whining.......2007-04-09

I took Random Processes as an online course, and guess who was giving the lectures? The same Leon-Garcia. This is not a book for those who go to class, fall asleep during the lecture or spend the two hours thinking about what to do after class, hoping that then they can just open the book and understand everything just glancing over it. The book and the class lecture complement each other.
I didn't have any problem understanding 90% of the concepts explained in the book, although there are some examples that the book does not explain in detail, but they were thoroughly explained in the lectures.
So, depending how well your professor explained the concepts you could end up liking or hating this book. I like it. It is not perfect, but it is a good book to keep as reference.

2 out of 5 stars Very few solved problems.......2007-03-18

This book contains solutions to very few back of the chapter problems making it almost useless and definitely not worth the price

4 out of 5 stars An excellent first course in Probability.......2007-01-29

I am surprised by the negative reviews of this book. I used this book as an undergraduate and it is still THE reference I reach for even in the more advanced courses in probability and random processes I have taken since. It develops topics using intuition rather than beating you over the head with abstraction (those looking for measure theoretic approaches to probability look elsewhere like Billingsley). The numerous examples serve to solidify the readers understanding with applications to real problems - something that is easily lost in more abstract/advanced tomes. This is an excellent book for a first course.

1 out of 5 stars A Disgrace to Engineering.......2006-06-11

Probability and Random Processes can be easily approached with grace and elegance so long as the professor and/or writer possess such talents. All too often Albert Leon-Garcia comes across as a total wacko in the possession neither.
Introduction to Stochastic Processes
Average customer rating: 5 out of 5 stars
  • Wonderful Introduction to the subject
  • More than precise in every aspect
  • An Excellent Book
Introduction to Stochastic Processes
Gregory F. Lawler
Manufacturer: Chapman & Hall/CRC
ProductGroup: Book
Binding: Hardcover

GeneralGeneral | Science | Subjects | Books
GeneralGeneral | Mathematics | Science | Subjects | Books
Probability & StatisticsProbability & Statistics | Applied | Mathematics | Science | Subjects | Books
StatisticsStatistics | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
Stochastic ModelingStochastic Modeling | Applied | Mathematics | Professional Science | Professional & Technical | Subjects | Books
Look Inside Science BooksLook Inside Science Books | Trip | Specialty Stores | Books
All TitlesAll Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
ProfessionalProfessional | Qualifying Textbooks - Fall 2007 | Stores | Books
ScienceScience | Qualifying Textbooks - Fall 2007 | Stores | Books
Similar Items:
  1. Time Series: Theory and Methods (Springer Series in Statistics) Time Series: Theory and Methods (Springer Series in Statistics)
  2. Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
  3. Options, Futures and Other Derivatives (6th Edition) Options, Futures and Other Derivatives (6th Edition)
  4. Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics) Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics)
  5. Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6) Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6)

ASIN: 0412995115

Book Description

This concise, informal introduction to stochastic processes evolving with time was designed to meet the needs of graduate students not only in mathematics and statistics, but in the many fields in which the concepts presented are important, including computer science, economics, business, biological science, psychology, and engineering. With emphasis on fundamental mathematical ideas rather than proofs or detailed applications, the treatment introduces the following topics:·Markov chains, with focus on the relationship between the convergence to equilibrium and the size of the eigenvalues of the stochastic matrix·Infinite state space, including the ideas of transience, null recurrence and positive recurrence·The three main types of continual time Markov chains and optimal stopping of Markov chains·Martingales, including conditional expectation, the optional sampling theorem, and the martingale convergence theorem·Renewal process and reversible Markov chains·Brownian motion, both multidimensional and one-dimensionalIntroduction to Stochastic Processes is ideal for a first course in stochastic processes without measure theory, requiring only a calculus-based undergraduate probability course and a course in linear algebra.

Customer Reviews:

5 out of 5 stars Wonderful Introduction to the subject.......2007-05-14

When I was a grad student in the early 90's, the only available texts for this subject were Hoel, Port and Stone's third volume and Phillip Protter's book. The problem was that Hoel, Port and Stone was too intuitive, and Prottor was too formal.

This book is just right. The examples are well thought out, and the presentation of the subject matter is effecient without being sparse. The segue from the intuitive concept to the formal definitions / proofs is almost seemless.

I would recommend this book to anyone who wishes to learn about stochastic processes. Glad I found it!

5 out of 5 stars More than precise in every aspect.......2002-11-24

This is one of the best books I've ever read in Stochastic Processes. Prof. Lawler presents Markov Chains (Finite, Countable and Continuous), Optimal Stopping, Martingales and Brownian motion concisely and straight to the gist of the subject. The exercises set at the end of each chapter fall into 2 categories: for people who read the book well and actually understand what has been stated, and to people who have a thorough understanding of solid probability theory (harder exercises).

Furthermore, it is such a small book that makes me wonder how so many information could fit in there.

The only small drawback is the few typos which can be picked up easily by the diligent reader.

In total is an extremelly good book, especially for people that haven't had an extensive contact w/ the subject before (or even measure theory), without losing any point of precision whatsoever.

5 out of 5 stars An Excellent Book.......1998-09-16

In a very concise and clear way, this book gives readers all need to know in stochastic processes. It is very successful in approaching all problems and theorems without any measure theory. Great for students with all kinds of math background.

Books:

  1. Digital Design: Principles and Practices Package (4th Edition)
  2. Discrete-Time Signal Processing (2nd Edition)
  3. Dynamic General Equilibrium Modelling: Computational Methods and Applications
  4. Dynamic Trading: Dynamic Concepts in Time, Price & Pattern Analysis With Practical Strategies for Traders & Investors
  5. Elastic Mechanisms in Animal Movement
  6. Electrodynamics of Continuous Media, Second Edition: Volume 8 (Course of Theoretical Physics)
  7. Error Control Coding, Second Edition
  8. Examkrackers: 1001 Questions in MCAT in Physics
  9. Experimental Techniques: Cryostat Design, Material Properties and Superconductor Critical-Current Testing
  10. Founders at Work: Stories of Startups' Early Days

Books Index

Books Home

Recommended Books

  1. Design for Six Sigma : A Roadmap for Product Development
  2. Animal Skulls: A Guide to North American Species
  3. The Swoop! And Other Stories
  4. The Western Heritage, Vol. 2: Since 1648, Eighth Edition
  5. WORDS THAT WORK: IT'S NOT WHAT YOU SAY, IT'S WHAT PEOPLE HEAR
  6. Amsterdam: A Novel
  7. Adventures with Insects
  8. Jamming: The Art and Discipline of Corporate Creativity
  9. Trabaje menos y gane más
  10. The Writer's and Photographer's Guide to Global Markets