Customer Reviews

Probability, Random Variables and Stochastic Processes (McGraw-Hill series in electrical engineering)

5 star:		(11)
4 star:		(3)
3 star:		(5)
2 star:		(5)
1 star:		(11)

 

 

After reading almost all reviews, I actually think I agree with almost all including the ones that say it is not a book for beginners and ones that say that it is a great book written by a very knowledgeable author. As a student who just completed a course in this subject with this book as the text, here is what I would like to say:
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.

i would like to again point out that while this book is excellent as a reference, it's not very good to read cover-to-cover. Papoulis is extremely knowledgeable in this area, and this book is, in fact, the FIRST EVER book of stochastic/random variables and processes written for the engineers. unfortunately, despite the excellent material, the presentation and coverage is sometimes hard to follow, and hides the true gem in this book.

I first encountered the works of Papoulis when just out of graduate school in pure math, and worked for a major defense contractor as an analyst. I found out that almost all the engineers there had this book, and purchased a copy. I had studied stochastic processes at a much more theoretical level than is presented in this book, and that study was significantly more difficult than the material in the text under review, so complainers take note. Why do I think this book an excellent one? Because it is so eminently USEFUL to the working engineer. I believe that has been the intent of the author in all of his works. If you're a working engineer who needs to find answers to tough problems, you can scarcely do better than to consult Papoulis.
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.

This book has a huge pool of examples that enables the reader to understand the concept better. The subject itself is "NOT TRIVIAL", however if it wasn't for this book, it could have been worse. I own this book and I liked it. The examples are fairly easy to understand and relevant to the end of chapter problems. There is also a web site for this book that has a lot of additional resources. So if you are thinking of buying this book, then go for it. (Please Note that I am writing this review for the Fourth Edition Hardcover by Papoulis and Pillai. Previous edition is not that good)

This is a book which definitely requires diligence and effort to get through. The excercises are also not trivial to say the least. However, if you have the energy and patience to actually slug through this text, in the end you will discover that you have actually learned something. Something which is profound and difficult to understand. This book is definitely not recommended as a casual reference.

This book is probably not the best book for a beginner (and I've used Haykin and Peebles before). However, it treats probability with a scientific rigour, and follows logical proofs that any of us could do. I think a person could learn from it, but expect it to serve as a 2nd level text or a reference.

I first encountered this book in a first, graduate-level, course on probability and random processes. Although I was by far not the best student of the subject, and never went into comm theory professionally, this book kept me afloat. I found it to be one of the most readable books on a difficult subject that I have ever encountered. The author does a fine job of focussing on the important ideas, developing them completely, and presenting them clearly.

I'm really surprised by the negative reviews of this book. If these complaints come from undergraduates, I can sympathize a bit. This is definitely a graduate-level book, and I think it is a mistake to use in in an undergrad course. On the other hand, I can't sympathize with such complaints if they from grad students. The complaint seems to be that it doesn't make the subject "easy"; unfortunately, there is nothing "easy" about stochastic processes. Some things in life require effort and commitment.

In very short words this book is just a very long stream of random processes equations with some explanation in between. At the same time, the cross index at the end is not very complete, this makes looking for an answer difficult (try just to put together the most fundamental properties of a Gaussian Process if you doubt about this).

One good feature of this book (and maybe this is why it's so widely used) is that it covers a very extensive list of topics.

This is a classic in Probability and Random processes. It is written
from an Engineering point of view. It is long enough to embrace most
of the relevant information to practical purposes whereas it is short
enough to keep a good quality over all the points explored.

If you are an electrical engineer, this book should be in your bookcase.

dani

I have used this book as a course for stochastic processes. This is the prerequisite for every comm. graduate class. Papoulis is an elegant writer and this style suits me well. I prefer the most elegant solution to a problem or proof. I find that this book is excellent for reference and self-teaching. I know that many disagree with me but after all this book is intended for graduate work. There are undergraduate type books that are easier to read but not as insightful. Steve Kay's book is pretty good but lacks the rigor that this book has that makes it difficult to cite as a reference in a publication. As a researcher and professional engineer, I always turn to Papoulis. And though I have many other probability books, I find that Papoulis has better coverage in applications to other fields. The chapter on queuing theory is excellent and was very useful in my networking class. I do believe that this fourth edition is the best in terms of coverage, though the other editions are good also. My only gripe about the fourth edition is the long errata for the 1st printing. Subsequent printings correct much of this but some errors still exist. And now it seem to be only offered on Amazon in softcover. Very unfortunate for this classic.