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Probability, Random Variables and Stochastic Processes 4th Edition
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Top Customer Reviews
The treatment has no measure theory, cuts to the chase, and can be used as a desk reference. If you want measure theory, go spend some time reading Billingsley. A deep understanding of measure theory is not necessary for scientific and engineering applications; it is not necessary for those who do not want to work on theorems and technical proofs.
I've notice a few complaints in the comments section by people who felt frustrated by the treatment: do not pay attention to them. Ignore them. It the subject itself that is difficult, not this book. The book, in fact, is admirable and comprehensive given the current state of the art.
I am using this book as a benchmark while writing my own, but more advanced, textbook (on errors in use of statistical models). Anything derived and presented in Papoulis, I can skip. And when students ask me what they need as pre-requisite to attend my class or read my book, my answer is: Papoulis if you are a scientist, Varadhan if you are more abstract.
1. My instructor re-ordered some of the content of the text for his course. It seemed necessary to understand certain concepts.
2. As one of the previous reviews mentioned, some of the important aspects of probability theory were hidden in problems, these were brought out by the instructor either as homeworks or as part of lecture notes and explained. This also means that it is not enough to just read this text and understand the examples. It is almost as important to go through the problems to get the complete picture
3. All in all I liked the book but I sure would not have liked it as much if I did not have a good instructor to go with it. Definitely not a self-study book.
For example, the material on power spectra is of more than academic interest and is useful in applications; the bivariate Taylor expansion for moments of a function of two distributions has been used again and again in applications in industry; especially in the analysis of the ratio of noisy variables arising from radar measurements. The point is that the text provides the material in a readily accessible way for someone who needs it in the "real world" of engineering analysis.
because multiple people that I work with mentioned that later editions were watered down compared to the original edition.
I think a more accurate statement is that more applications chapters were added in later
editions (entropy, queuing theory, etc..) and the first edition is geared more toward laying out the basic underlying theory.
In any case, any engineer or student working in Kalman filtering or communications would be well served by
having a copy of this book at his/her reach. In my opinion there is never any one best book on any topic but this
book is an element of the spanning set of books that should be consulted by engineering students/professionals on this difficult topic. Other classic books that I would
recommend along with Papoulis are
1. Probability and Stochastic Processes for Engineers by Helstrom (written by one of the fathers of modern detection theory)
2. An Introduction to Probability and Stochastic Processes by Melsa and Sage (Dover has recently reprinted this classic)
Although I am not a big fan of newer textbooks the following books are the best of the more recent texts
1. Ibe, "Fundamentals of Applied Probability and Random Processes" (this book is very straightforward and written for the average student; good place to start for the novice)
2. Kay, "Intuitive Probability and Random Processes using MATLAB" (excellent book; best of all modern texts)
3. Dolecek, Random Signals and Processes Primer with MATALB (really brings the subject to life...best used as supplementary reading)
4. Jacobs, "Stochastic Processes for Physicists" (learn the Ito calculus painlessly... Book is also a good intro for engineers despite the title)
Most Recent Customer Reviews
This book is not for the uninitiated in random variables. This book serves best as a reference, and even in that endeavor it could be better. Read morePublished 4 months ago by DejaEntendrew
Good luck learning from this book, it's intended for a graduate program but is so dry that the only people who use it are proffesors who do nothing but theory and math. Read morePublished 5 months ago by Vladimir Khodus
Good Textbook with bunch of problems and covering various topics.Published 13 months ago by Ahmed Morsy
I have studied probability and stochastic processes in undergraduate mathematics, for a brief stint as an actuary and in graduate school for electrical engineering. Read morePublished 16 months ago by reviewbot9000