Probability, Random Variables and Stochastic Processes (McGraw-Hill series in electrical engineering) 2nd Edition

by Athanasios Papoulis (Author)

64 customer reviews

ISBN-13: 978-0070484689

ISBN-10: 0070484686

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Designed for graduate-level courses, this text has defined the course of study in probability theory, highly regarded for its strong mathematical orientation and comprehensive coverage. The book classifies topics in probability, random variables, and stochastic processes very logically, carefully incorporating a wide range of illustrations and applications. This edition contains a substantial revision of Parts II & III with greater emphasis on realistic methods of spectral estimation and analysis, and many new problems, examples and applications.--This text refers to an out of print or unavailable edition of this title.

--This text refers to an out of print or unavailable edition of this title.

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

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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. --This text refers to an out of print or unavailable edition of this title.

About the Author

S. Unnikrishna Pillai is a Professor of Electrical and Computer Engineering at Polytechnic Institute of NYU in Brooklyn, New York. His research interests include radar signal processing, blind identification, spectrum estimation, data recovery and wavform diversity. Dr. Pillai is the author of Array Signal Processign and co-author of Spectrum Estimation and system Identification, Prof. Papoulis' Probability, Random Variables and Stochastic processes (Fourth edition), and Space Based Radar - Theory & Applications. --This text refers to an out of print or unavailable edition of this title.

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Product details

Series: McGraw-Hill series in electrical engineering
Hardcover: 575 pages
Publisher: McGraw-Hill Inc.,US; 2nd edition (December 1, 1984)
Language: English
ISBN-10: 0070484686
ISBN-13: 978-0070484689
Package Dimensions: 9.2 x 6.4 x 1.2 inches
Shipping Weight: 2 pounds
Average Customer Review: 3.5 out of 5 stars See all reviews (64 customer reviews)
Amazon Best Sellers Rank: #298,317 in Books (See Top 100 in Books)
- #609 in Books > Textbooks > Science & Mathematics > Mathematics > Statistics
- #908 in Books > Science & Math > Mathematics > Applied > Probability & Statistics

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Found no substitute for a difficult subject

ByN N Talebon July 21, 2013

Format: PaperbackVerified Purchase

When readers and students ask to me for a useable book for nonmathematicians to get into probability (or a probabilistic approach to statistics), before embarking into deeper problems, I suggest this book by the Late A. Papoulis. I even recommend it to mathematicians as their training often tends to make them spend too much time on limit theorems and very little on the actual "plumbing".
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.

22 comments 61 people found this helpful. Was this review helpful to you?YesNo

Classic Book on a Very Difficult Topic

Byspon March 10, 2014

Format: PaperbackVerified Purchase

I cut my teeth from the 2nd edition of this classic text and later actually went out and bought the 1st edition (1965)
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)

0Comment 6 people found this helpful. Was this review helpful to you?YesNo

Material Presented in Clear Albeit Unorganized Fashion

ByDaniel Greenheckon March 2, 2014

Format: PaperbackVerified Purchase

I'm using this book for a a graduate level engineering course on probability theory and random stochastic processes. I took a probability theory course in undergrad and ended up getting a C, so I was very worried about approaching the subject a second time. There's no getting around the fact that the subject area is difficult. However, this book explains the concepts quite well and provides ample examples.

However, the examples also get in the way of the core material. The book is laid out very poorly and there is little organization within the chapters themselves. The delineation between the theory and the examples is not easily apparent, so it often feels like a jumbled mess. Honestly, a better layout with the examples perhaps separated from the core material and I would rate this book 5-stars.

In conclusion, I recommend this book, but the lack of organization means self-study is more of a chore than it should be.

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Overwhelmingly complete, difficult to search

Byreviewbot9000on December 23, 2014

Format: PaperbackVerified Purchase

I have studied probability and stochastic processes in undergraduate mathematics, for a brief stint as an actuary and in graduate school for electrical engineering. I found this book to be the most complete, by far, of any of the books I used and I'm sure it will become a valuable reference text. It is not, however, particularly accessible to a student who has never taken a basic course in probability or seen combinatorics/set theory, but this isn't the reason I give it 4 stars.

The reason for 4 stars is that the book contains an overwhelming amount of information but is nearly unsearchable. The index is poorly designed with, for example, some concepts for the normal distribution under normal and other concepts under Gaussian. A little redundancy is sometimes very helpful in the index. In the table of contents, page numbers for the subsections are not stated. This is very difficult when the subsections are not stated at the tops of pages, chapters can be 100 pages long and declarations of the new subsections appear midway down a page in roughly the same font as "Example X" or "Theorem Y". There are also typically 200+ number equations in each chapter. I ultimately had to settle on a system of dog-earing and scratch notes for where to find key concepts.

Another criticism, some of the problems are extremely difficult without identities that are proven in the text. This makes solving the problems less of an exercise in learning math and more an exercise in book skimming. There is a professor out there that put an errata and hints document online that was very helpful.