Probability, Random Variables and Stochastic Processes (Hardcover)

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Editorial Reviews

Amazon.com Review

This text is a classic in probability, statistics, and estimation and in the application of these fields to modern engineering problems. Probability, Random Variables, and Stochastic Processes assumes a strong college mathematics background. The first half of the text develops the basic machinery of probability and statistics from first principles while the second half develops applications of the basic theory. Topics in the first section include probability distributions and densities, random variables and vectors, expectations, covariance, correlations, functions of random variables and vectors, and conditional distributions and densities. In this third edition of the text, the second half of the book has been substantially updated and expanded to include new or revised discussions of the following topics: mean square estimation, likelihood tests, maximum entropy methods, Monte Carlo techniques, spectral representations and estimation, sampling theory, bispectra and system identification, cyclostationary processes, deterministic signals in noise, and the Wiener and Kalman filters. Probability, Random Variables, and Stochastic Processes covers a remarkable density of material and the clarity of both presentation and notation make this book invaluable as a text and a reference.

Product Description

The Third Edition emphasizes a concentrated revision of Parts II & III (leaving Part I virtually intact). The later sections show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments.

Product Details

• Hardcover: 666 pages
• Publisher: McGraw-Hill Companies; 3rd edition (February 1, 1991)
• Language: English
• ISBN-10: 0070484775
• ISBN-13: 978-0070484771
• Product Dimensions: 9.5 x 6.7 x 1.3 inches
• Shipping Weight: 2.3 pounds (View shipping rates and policies)
• Average Customer Review: 2.8 out of 5 stars  See all reviews (29 customer reviews)
• Amazon.com Sales Rank: #798,435 in Books (See Bestsellers in Books)

Customer Reviews

Most Helpful Customer Reviews

18 of 20 people found the following review helpful:

3.0 out of 5 stars Good book with the help of a good instructor, May 14, 2002

By	Jatan Shah "jcs19" (Irvine, CA USA) - See all my reviews (REAL NAME)

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.

17 of 19 people found the following review helpful:

4.0 out of 5 stars great book in the classical textbook sense, March 26, 2000

By	Julius Kusuma (Cambridge, MA, USA) - See all my reviews (REAL NAME)

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.

13 of 15 people found the following review helpful:

5.0 out of 5 stars Plenty Of Examples. Great Detail, October 12, 2003

By	InfiniteVariations (Tempe, Arizona United States) - See all my reviews

This review is from: Probability, Random Variables and Stochastic Processes with Errata Sheet (Hardcover)

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)