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Probability and Random Processes 3rd Edition

3.7 out of 5 stars 34 customer reviews
ISBN-13: 978-0198572220
ISBN-10: 0198572220
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Frequently Bought Together

  • Probability and Random Processes
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  • One Thousand Exercises in Probability
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Total price: $151.53
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Editorial Reviews

Review

"Since its first appearance in 1982, Probability and Random Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance.It is aimed mainly at final-year honours students and graduate students, but it goes beyond this
level, and all serious mathematicians and academic libraries should own a copy ... the companion book of exercises is cleverly conceived and ... form(s) a perfect complement to the main text. " Times Higher Education Supplement

About the Author

Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.
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Product Details

  • Paperback: 608 pages
  • Publisher: Oxford University Press; 3 edition (August 2, 2001)
  • Language: English
  • ISBN-10: 0198572220
  • ISBN-13: 978-0198572220
  • Product Dimensions: 8.9 x 1.3 x 6.4 inches
  • Shipping Weight: 1.9 pounds (View shipping rates and policies)
  • Average Customer Review: 3.7 out of 5 stars  See all reviews (34 customer reviews)
  • Amazon Best Sellers Rank: #89,531 in Books (See Top 100 in Books)

Customer Reviews

Top Customer Reviews

Format: Paperback
I mostly agree with the positive reviews of the 3rd edition of Grimmett & Stirzaker's *Probability and Random Processes.* I wanted to address the criticism by the previous reviewer and add some detail regarding the 3rd edition (I suspect that the prior reviews might be based on the 1st 2 editions of the book).
(1) The prior reviewer might have a point in that this book may not have as many exercises and examples that are worked out to be helpful to the learner. However, this is because there is a companion book -- *One Thousand Exercises in Probability* (2nd ed.) -- that is designed to provide those examples and exercises. That book contains the answers/solutions to each and every exercise posed in that book. That book also closely follows the topics of this book. Together, those 2 books by Grimmett & Stirzaker should meet all of the requirements for self-studiers of probability theory. [Really, the 2 books should be seen as a set.]
(2) The 3rd edition of this book (along with exercises/answer book) cover a wide range of topics from probability starting from basics and going up to applications like queueing, Monte Carlo & Markov Chain Monte Carlo, Ito's Lemma & financial option valuation, etc. In short, this set of books should enable the sufficiently motivated to go from basic probability to a point where they can approach useful problems in applied probability (rather than toy problems offered by other books which, by the way, don't usually give the answers).
(3) Stirzaker (Oxford) has one of the best approaches to thinking about probability that I have ever come across. It is well worth it to expose oneself to his viewpoint.
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Format: Paperback Verified Purchase
As many reviewers have pointed out, this book may be too advanced for a beginner student, but it is truly the best for a graduate student or anyone else with solid background in Mathematics and some knowledge of Probability. When I took the course based on this book I already covered Advanced Calculus (Rudin) and college-level Probability and Statistics (DeGroot), and I just loved this book. Ten years later I still use it; just a few weeks ago I needed to familiarize myself with Brownian bridges and it took me only 10 minutes with the book to get all I need to know - the concepts, the formulas, the applications - to the extent I could explain it to my teammates.
I wouldn't recommend this book as the introduction to probability, but for a serious student of mathematics this is a great book to further the understanding of probability and prepare for advanced studies in Stochastic Calculus.
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By A Customer on October 26, 2003
Format: Paperback
I think this book is good but very difficult to read. If you are beginners of probability, I suggest read other books like Sheldon Ross's "First Course in Probability" or "Introduction to Probability Models".
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Format: Paperback
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.
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Format: Paperback
I am a first year graduate student majoring in applied math - Statistics. Although I majored in math in undergraduate and computer science, I have been away from academic for more than 25 years. Recently, I resumed my graduate study and taking a graduate level Probability Theory course. I found this book helpful in the way as a reference book, meaning a book that points you to the right areas, from which you may pursue more materials or books that will offer you more detailed explanation or suitable descriptions to your level and taste. I also purchased "One thousands excercises" from the same author. But I returned it because the solutions of the problems are too brief for me. However, I kept "Probability and Random Processes" because this book covers almost any topic you may encounter in probability discussion and serves me as an encyclopedia of Probability. If you need more examples or explanations, you will need a more descriptive or introduction book to help you out.
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Format: Paperback
Grimmett & Stirzaker develops probabilty theory rigorously and simultaneously develops a good understanding of how to use the theory in practice. Explains important theorems, uses good examples, etc. I was (inexplicably) assigned Casella & Berger to learn probability and, since that was completely useless, I used Grimmett & Stirzaker very effectively to learn it on my own.
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Format: Paperback
I have been recently reading this book for a graduate level course with the title Stochastic Process.

Having no background in probabilistic calculation during my undergraduate study, I have been in a hard time catching up the course materials so I rely heavily on text books for a solid idea. There exists some really easy to follow Probability books like the one from MIT, however after studying a few chapters I realized that it deviates much from what I am supposed to acquire - not quite introductory but everything that built solidly on Mathematics.That is, the MIT book, though excellent and easy to follow, I must stick to something more relevant, which led me to this book.

At the beginning, it was hard to follow in a sense that almost all presentations involve Definition, Lemmas, Proofs and Theories. You need the fundamentals in Mathematics, like sets, function mapping (which are really fundamental, I know) and so on before you can proceed. It was not easy to me as I didn't really pay too much attention to these things when I was studying my Engineering Bachelor. But if you can persist and don't mind to dig into the Maths, you will soon realize that this book is actually well written and organized, you just need the Math background so as to appreciate it. And it definitely is designed to strengthen one's knowledge in terms of Mathematical manipulation with probability.

There are a few things I found room for improvements.

Firstly, there are some distractions in the text that, the authors tried to mention some related, more advanced topics during the introductory section of many other topics, and then just tell readers to ignore them now.
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