Very formal treatment, use this if you also have a tutor / professor

Not for the beginner | Probability, Random Variables and Stochastic Processes | Athanasios Papoulis, S.Unnikrishna Pillai

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	• Probability, Random Variables and Stochastic Processes Athanasios Papoulis, S.Unnikrishna Pillai McGraw-Hill Publishing Co., 2002 average customer review:based on 28 reviews view larger image
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Adequate in many ways but falls short of being a classic.

The late Prof. Papoulis received degrees in electrical engineering and mathematics at the National Technical University in Athens and the University of Pennsylvania. This textbook was used in my graduate-level course on 'Probability and Stochastic Processes' as part of my MS in electrical engineering. During the course we managed to cover Chapters 1 - 7 (Probability and Random Variables), and Chapter 15 (Markov Chains). One of the strongest points of this book is the large number of solved examples provided per chapter, as well as end-of-chapter problems for which an electronic solutions manual is available.

WHO SHOULD USE THIS BOOK: From an engineering graduate student's perspective, this textbook is a solid reference tool if you wish to look up the mechanics of individual/joint probability density functions or introductory material on stochastic processes.
However, this book is unsuitable for self-study or for reading from cover-to-cover. Part II of the book which deals with stochastic processes and estimation theory is again somewhat incoherently presented and other textbooks are recommended for an in-depth study of these topics.

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Very formal treatment, use this if you also have a tutor / professor

Im writing this review because I felt most of the other reviews here were unfair. If you are not interested in the subject, you'll find any text on random processes bad!

Anyway, the text book is a very formal treatment of the subject - and is a good accompaniment if you have access to a professor or tutor you can discuss things over with. If you are planning to read this up on your own, it's hard. The exercises are good and must be attempted to understand the subject. Get a solutions manual from somewhere to verify your work.

Not for the beginner

I bought this book because it is a classic. It is hard reading, the style is dry and somewhat bloated, a combination that makes you dislike the author immediately. That is a shame, for the author is clearly very knowledgeable. If only he had tried to be a bit friendlier, try to TEACH instead of PREACH...

Definitely NOT for beginners, not even for intermediate level readers.

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Good resource but. . .

I'm using this book for a graduate level class, and it's definitely the definitive resource. However, the layout of the book is horrendous. It's hard to visually separate the examples from the rest of the text. Quite often an example will interrupt a section of text. Why not put the examples at the end of the section? Or perhaps draw a box around the examples to make it easier to see what is part of the example and what is part of the text. Also, quickly finding a proof or theorem is very difficult. For $150-$170, the layout of this book should be flawless or atleast functional. From what I'm told, previous editions do not have this problem, but the previous editions are sparse on examples. pick your poisonI'm using this book for a graduate level class, and it's definitely the definitive resource. However, the layout of the book is horrendous. It's hard to visually separate the examples from the rest of the text. Quite often an example will interrupt a section of text. Why not put the examples at the end of the section? Or perhaps draw a box around the examples to make it easier to see what is part of the example and what is part of the text. Also, quickly finding a proof or theorem is very difficult. For $150-$170, the layout of this book should be flawless or at least functional. From what I'm told, previous editions do not have this problem, but the previous editions are sparse on examples. pick your poison

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The Third Edition emphasizes a concentrated revision of Parts II & III (leaving Part I virtually intact). The later sections show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments.

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