Customer Reviews


7 Reviews
5 star:
 (3)
4 star:
 (3)
3 star:
 (1)
2 star:    (0)
1 star:    (0)
 
 
 
 
 
Average Customer Review
Share your thoughts with other customers
Create your own review
 
 

The most helpful favorable review
The most helpful critical review


27 of 27 people found the following review helpful
5.0 out of 5 stars Excellent graduate introcuction
As far as beginning graduate-level books on probability are concerned this is definitely one of the best. This looks like a set of lectures turned into a book.
The competition in my mind would be
First Look at Rigorous Probability Theory (more compact, perhaps a little dense)
Probability & Measure Theory, Second Edition (covers more ground and is very...
Published on August 18, 2009 by M. Henri De Feraudy

versus
1 of 1 people found the following review helpful
3.0 out of 5 stars Decent Introduction -- Reads like lecture notes
The opening chapters (1-6) provide a decent and readable introduction to key concepts in measure theory: sigma-algebras, (probability) measures, random variables, etc. However, the middle and later chapters are written like lecture notes --definition, theorem, proof; theorem proof; theorem, proof, corollary -- with little motivation or explanation of relevance to measure...
Published on July 4, 2012 by CJR


Most Helpful First | Newest First

27 of 27 people found the following review helpful
5.0 out of 5 stars Excellent graduate introcuction, August 18, 2009
Verified Purchase(What's this?)
This review is from: Probability Essentials (Paperback)
As far as beginning graduate-level books on probability are concerned this is definitely one of the best. This looks like a set of lectures turned into a book.
The competition in my mind would be
First Look at Rigorous Probability Theory (more compact, perhaps a little dense)
Probability & Measure Theory, Second Edition (covers more ground and is very clear)
A Course in Probability Theory, Revised Edition, Second Edition(very detailed explanations, but you should probably have followed a course on measure theory)

Please dont dive into probability at this level, your intuition might not be ready for it.
To do that I recommend
An Introduction to Probability Theory and Its Applications, Vol. 1 (Volume 1) (if you have the time)
There is also Basic Probability Theory (Dover Books on Mathematics) which is an excellent introduction stopping short of measure theory.
Help other customers find the most helpful reviews 
Was this review helpful to you? Yes No


27 of 30 people found the following review helpful
4.0 out of 5 stars All background needed for Ito calculus is here, October 3, 2000
A Kid's Review
This review is from: Probability Essentials (Universitext) (Paperback)
This is an excellent and timely textbook on probability and martingale theory. There is an increasing need of thorough but concise treatise of probability theory for researchers and graduate students in Engineering, Economics, Statistics and Mathematical Biology. Very few textbook fill this need. Jacod and Protter succeeded in bringing together essential concepts and theorems in probability/martingale theory in a clear and lucid style and the book is completely self-contained: all necessary machinery from measure theory are explained and proved while providing a flavor of probabilistic way of thinking. Unlike Williams' "Probability with Martingales", all mathematical details are covered in the body of text. They present conditional expectation through Hilbert space approach and Radon-Nikodym theorem is proved at the end of the book using martingales. This is an indoctrinated way of showing how martingales are applied in other field of mathematics. Each chapter starts with pedagogical explanation of concept and summary of results. This helps reader grasp concepts and develop intuition. The topics, examples and exercises are carefully chosen and well organized. I found several but minor typos and discrepancy in the notation during the last five chapters. Yes, elegant proof is given for each theorem on martingales but rephrasing them may help make it clear where in the proof previous results are used and applied. Also, it would be a great idea to include introductory texts on stochastic calculus in the reference for the beginning students. Despite these minor suggestions, I recommend the book with enthusiasm. After reading this book, one can take their way immediately to stochastic calculus: Brownian motion and Ito calculus and their applications.
Help other customers find the most helpful reviews 
Was this review helpful to you? Yes No


1 of 1 people found the following review helpful
3.0 out of 5 stars Decent Introduction -- Reads like lecture notes, July 4, 2012
This review is from: Probability Essentials (Paperback)
The opening chapters (1-6) provide a decent and readable introduction to key concepts in measure theory: sigma-algebras, (probability) measures, random variables, etc. However, the middle and later chapters are written like lecture notes --definition, theorem, proof; theorem proof; theorem, proof, corollary -- with little motivation or explanation of relevance to measure theoretic probability, i.e. the lecturer would provide such motivations and explanations (unfortunately the book does not come with a lecturer). The chapters on martingales are thorough--but read like a reference rather than a text-- and the token chapter on the Radon-Nikodym theorem fails to capture its importance in measure theoretic probability. Overall, this book serves as a decent introduction, but I would recommend supplementing the material with corresponding material from e.g. Ash's Probability and Measure Theory or Billingsley's Probability and Measure.
Help other customers find the most helpful reviews 
Was this review helpful to you? Yes No


5.0 out of 5 stars Great as textbook or for self-study, July 22, 2014
This review is from: Probability Essentials (Paperback)
This book is my favorite to use as a basis for an introduction to probability theory course. It’s graduate-level material designed to give a rigorous basis for later probability based courses, and it succeeds admirably. The presentation is clear, detailed, and structured in a way that it is fairly easy to design a course around the book—one can make it a required textbook or just use it as a guide to form lecture notes. The same clear exposition and sufficient detail enables it to be used as a self-study guide, too, as long as one has a reasonably rigorous background in mathematics.

It’s a bit slim and lecture/lesson-oriented to be that great as a reference book, but it’s great to build a course around, and not overly expensive for students. Highest recommendation.
Help other customers find the most helpful reviews 
Was this review helpful to you? Yes No


4.0 out of 5 stars essential, March 23, 2014
Verified Purchase(What's this?)
This review is from: Probability Essentials (Paperback)
the statistics lecturer at my university recommended this book, and they choose to purchase it for my studies. The book holds a lot of information, and is definitely worthwhile for those who are interested in numbers. Formulas are well explained and properly documented through methodical examples.
Help other customers find the most helpful reviews 
Was this review helpful to you? Yes No


10 of 17 people found the following review helpful
4.0 out of 5 stars All backgound needed for Ito calculus is here!, October 3, 2000
A Kid's Review
This review is from: Probability Essentials (Universitext) (Paperback)
This is an excellent and timely textbook on probability and martingale theory. There is an increasing need of thorough but concise treatise of probability theory for researchers and graduate students in Engineering, Economics, Statistics and Mathematical Biology. Very few textbook fill this need. Jacod and Protter succeeded in bringing together essential concepts and theorems in probability/martingale theory in a clear and lucid style and the book is completely self-contained: all necessary machinery from measure theory are explained and proved while providing a flavor of probabilistic way of thinking. Unlike Williams' "Probability with Martingales", all mathematical details are covered in the body of text. They present conditional expectation through Hilbert space approach and Radon-Nikodym theorem is proved at the end of the book using martingales. This is an indoctrinated way of showing how martingales are applied in other field of mathematics. Each chapter starts with pedagogical explanation of concept and summary of results. This helps reader grasp concepts and develop intuition. The topics, examples and exercises are carefully chosen and well organized. I found several but minor typos and discrepancy in the notation during the last five chapters. Yes, elegant proof is given for each theorem on martingales but rephrasing them may help make it clear where in the proof previously results are used and applied. Also, it would be a great idea to include introductory texts on stochastic calculus for the beginning students. Despite these minor suggestions, I recommend the book with enthusiasm. After reading this book, one can take their way immediately to stochastic calculus: Brownian motion and Ito calculus.
Help other customers find the most helpful reviews 
Was this review helpful to you? Yes No


0 of 1 people found the following review helpful
5.0 out of 5 stars Five Stars, October 2, 2014
Verified Purchase(What's this?)
This review is from: Probability Essentials (Paperback)
Good
Help other customers find the most helpful reviews 
Was this review helpful to you? Yes No


Most Helpful First | Newest First

Details

Probability Essentials (Universitext)
Probability Essentials (Universitext) by Jean Jacod (Paperback - Dec. 1999)
Used & New from: $12.69
Add to wishlist See buying options
Search these reviews only
Send us feedback How can we make Amazon Customer Reviews better for you? Let us know here.