This book is perhaps the best of the “Stirzaker/Grimmett” collection of books for serious, but non measure theoretic, study of applied probability and random processes. It is the second most comprehensive of the bunch: It is somewhat gentler than their larger “Probability and Random Processes” tome, but it is also much cheaper and I think more approachable for non-mathematicians (i.e. engineers and physicists). At the same time, it is more comprehensive than most of the other books of that bunch. It does require literacy and manipulation skills in the usual undergraduate calculus and linear algebra stuff, but nothing really high-powered.
You can click to see a very detailed table of contents, so I won't bother repeating too much of that here. Basically, it provides a very example-driven treatment of the material that includes all the essential stuff, from basic discrete and continuous probability and random variables, up to Markov chains and continuous parameter Markov processes, with just about all the key applications (random walks and ruin, branching, renewal, queuing, and even a bit of Weiner and Black-Scholes at the end).
The emphasis is really on problem solving, and the book is packed with worked examples and problems with solutions. The downside is that it doesn't often “come up for air” after the calculations are done, to discuss what are the important insights from all the work. But the book is already over 500 pages long, and is extremely useful for what it does contain.
It is in some ways like a Schaum's outline on steroids – and I don't mean this in a negative way at all. In fact, for its kind, I would rate this book a must-have (hence the 5 stars I gave). I would just recommend supplementing it with other material that includes more discussion of what the results mean, and what intuition can be learned from all the hard work. (Bertsekas' book is very good for this, as is Blitzstein's – and both those books have associated lectures on youtube).
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Top reviews from other countries
Just a Guy
Great for learning how to solve problems.
Reviewed in the United States on 1 January 2016Verified Purchase
CB
Ambitious Text Book on Probability
Reviewed in the United Kingdom on 6 September 2014Verified Purchase
東郷亮
問題の種類は豊富だけど、、、
Reviewed in Japan on 29 September 2006Verified Purchase
Simon YAU
Great book
Reviewed in the United States on 24 October 2019Verified Purchase
James
Great introduction to probability covers a great range including some difficult subjects.
Reviewed in the United Kingdom on 9 November 2016Verified Purchase
