Probability and Random Processes

Rating:
Summary: Not good at all
Review: Authors have the knack of throwing in suppossedly profound but obscure comments, probably to show the depth of their knowledge. Doesn't make a pleasant reading at all.

Rating:
Summary: Beauty magazine makes you look ugly, if you get my drift.
Review: Beauty magazine makes you look ugly, if you get my drift.

If a textbook has anything to deliver, it should explain, show and demonstrate to the reader the ideology, argument and conclusion of the topic at hand. I am unfortunate enough to own this book and it failed in all counts. In fact many of my college mate (at MSc level) get more confused AFTER reading this book. I would say pay less and get the Outline book series instead.

Rating:
Summary: The only way to learn probability
Review: 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.

Rating:
Summary: Too advanced for beginner
Review: I agree with the previous reviewer, but I fear his review may
inadvertently mislead customers about what the subject-matter
is. Grimmett & Stirzaker's is an excellent book on probability
and random processes. It is *not* a book on what is called "mathematical statistics," and contains almost nothing on that
subject. Mathematical statistics deals with inference about the nature of random processes, from data that may emerge from them.
That subject has a vast literature, and is one of the standard topics (see, for example, Casella & Berger's book
_Statistical_Inference_), and is not treated at all in this book.

(Alert readers may have noticed that the word "clarifying" in this context may be construed in at least two different ways.)

Rating:
Summary: Too advanced for beginner
Review: 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".

Rating:
Summary: Recommended
Review: This book provides a very broad coverage of probability and stochastic processes. The problem sets require a decent amount of effort for none of them are trivial. One of the better books for probability.