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Probability and Random Processes 3rd Edition

by Geoffrey R. Grimmett (Author),
David R. Stirzaker (Author)
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3.7 out of 5 stars 34 customer reviews
ISBN-13: 978-0198572220
ISBN-10: 0198572220
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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: #251,799 in Books (See Top 100 in Books)

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Customer Reviews

Top Customer Reviews

5.0 out of 5 starsActually this is a very good book for learning
By A Customer on August 28, 2002
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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3.0 out of 5 starsToo advanced for beginner
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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3.0 out of 5 starsA great reference book
By Ching on December 30, 2010
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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5.0 out of 5 starsvery good for self study
By Timothy McBabe on November 3, 2005
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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1.0 out of 5 starsNot useful without supplementary resources.
By J on April 27, 2014
Format: Paperback
This is one of the worst textbooks I have ever used. The explanations are extremely brief and many of the proofs are not worked out in full detail. I imagine this textbook would be useful as a reference after one has already learned the material, but it is not adequate by itself. I spend far too much time searching through other textbooks and online for more detailed proofs and clearer explanations, for me to give this book a positive review.
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4.0 out of 5 starsAn introductory book that requires good Maths background to follow
By Sandbo on October 1, 2013
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.Read more ›
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Most Recent Customer Reviews

5.0 out of 5 stars... applied math background but none in statistics/probability and I...

I have solid applied math background but none in statistics/probability and I enjoy reading this text as a reference. Read more

Published 2 months ago by Luger
5.0 out of 5 starsA steep learning experience

This is the best and the hardest book on probability I have ever seen. It is extremely dense and rigorous so it requires the reader to think hard. Read more

Published 2 months ago by VLADIMIR BRANKOV
4.0 out of 5 starsA great and concise reference book

The book could be difficult for a beginner because it presents abstract probability theories with concise proofs and explanations. Read more

Published 8 months ago by Helen Chien
4.0 out of 5 starsFour Stars

Too dense, advanced level.

Published 10 months ago by Arthur
3.0 out of 5 starsComplex..

This book is slim on details and examples. It has complex ideas that I would highly suggest having a supplemental text for after the first few chapters. Read more

Published on December 10, 2009 by Basil Conway IV
5.0 out of 5 starsConcise and informative

I used this book for an undergraduate probability theory course, and thought it was excellent. Although it is somewhat terse and I was happy to be able to supplement it with the... Read more

Published on May 18, 2009 by Sam Brotherton
3.0 out of 5 starsObnoxiously Terse

Probability and Random Processes needs the following disclaimer:
-"This book is intended for only those who already know probability"

As an undergraduate enrolled... Read more

Published on March 20, 2009 by N. Brenowitz
2.0 out of 5 starslack of worked examples

I found the book less attractive due to the lack of worked examples given. The book is of limited use for a person who is self studying and is dependent on the quesitons and the... Read more

Published on March 14, 2009 by Liu Yung Shang
2.0 out of 5 starsNot for beginners

This may be a good reference book for probability but certainly IS NOT recommended for someone who is just starting out with the topic. Read more

Published on February 10, 2006 by Seema Srivastava

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