Probability, Random Variables and Stochastic Processes with Errata Sheet | 
 enlarge | Authors: Athanasios Papoulis, S. Unnikrishna Pillai
Publisher: McGraw-Hill Science/Engineering/Math
Category: Book
Buy New: $135.00
New (8) Used (9) from $112.83
Rating:  28 reviews
Sales Rank: 681977
Media: Hardcover
Edition: 4
Pages: 304
Number Of Items: 1
Shipping Weight (lbs): 3.2
Dimensions (in): 9.5 x 7.3 x 1.4
ISBN: 0072817259
Dewey Decimal Number: 519
EAN: 9780072817256
Publication Date: December 14, 2001
Availability: Usually ships in 1-2 business days
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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.
Product Description
The fourth edition of Probability, Random Variables and Stochastic Processes has been updated significantly from the previous edition, and it now includes co-author S. Unnikrishna Pillai of Polytechnic University. The book is intended for a senior/graduate level course in probability and is aimed at students in electrical engineering, math, and physics departments. The authors' approach is to develop the subject of probability theory and stochastic processes as a deductive discipline and to illustrate the theory with basic applications of engineering interest. Approximately 1/3 of the text is new material--this material maintains the style and spirit of previous editions. In order to bridge the gap between concepts and applications, a number of additional examples have been added for further clarity, as well as several new topics.
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| Customer Reviews: Read 23 more reviews...
 Plenty Of Examples. Great Detail October 13, 2003
InfiniteVariations (Tempe, Arizona United States)
12 out of 14 found this review helpful
This book has a huge pool of examples that enables the reader to understand the concept better. The subject itself is "NOT TRIVIAL", however if it wasn't for this book, it could have been worse. I own this book and I liked it. The examples are fairly easy to understand and relevant to the end of chapter problems. There is also a web site for this book that has a lot of additional resources. So if you are thinking of buying this book, then go for it. (Please Note that I am writing this review for the Fourth Edition Hardcover by Papoulis and Pillai. Previous edition is not that good)
Papoulis is Useful July 3, 2002
10 out of 12 found this review helpful
I first encountered the works of Papoulis when just out of graduate school in pure math, and worked for a major defense contractor as an analyst. I found out that almost all the engineers there had this book, and purchased a copy. I had studied stochastic processes at a much more theoretical level than is presented in this book, and that study was significantly more difficult than the material in the text under review, so complainers take note. Why do I think this book an excellent one? Because it is so eminently USEFUL to the working engineer. I believe that has been the intent of the author in all of his works. If you're a working engineer who needs to find answers to tough problems, you can scarcely do better than to consult Papoulis.
For example, the material on power spectra is of more than academic interest and is useful in applications; the bivariate Taylor expansion for moments of a function of two distributions has been used again and again in applications in industry; especially in the analysis of the ratio of noisy variables arising from radar measurements. The point is that the text provides the material in a readily accessible way for someone who needs it in the "real world" of engineering analysis.
Not easy but worth the effort February 2, 2004
10 out of 12 found this review helpful
This is a book which definitely requires diligence and effort to get through. The excercises are also not trivial to say the least. However, if you have the energy and patience to actually slug through this text, in the end you will discover that you have actually learned something. Something which is profound and difficult to understand. This book is definitely not recommended as a casual reference.
One of the most readable books on the subject May 15, 2001
UCLA Ex-Prof (Long Beach, CA USA)
20 out of 27 found this review helpful
I first encountered this book in a first, graduate-level, course on probability and random processes. Although I was by far not the best student of the subject, and never went into comm theory professionally, this book kept me afloat. I found it to be one of the most readable books on a difficult subject that I have ever encountered. The author does a fine job of focussing on the important ideas, developing them completely, and presenting them clearly.I'm really surprised by the negative reviews of this book. If these complaints come from undergraduates, I can sympathize a bit. This is definitely a graduate-level book, and I think it is a mistake to use in in an undergrad course. On the other hand, I can't sympathize with such complaints if they from grad students. The complaint seems to be that it doesn't make the subject "easy"; unfortunately, there is nothing "easy" about stochastic processes. Some things in life require effort and commitment.
The classical text for engineers March 2, 1999
3 out of 4 found this review helpful
This is the classical text for understanding and applying stochastics processes. Papoulis gets to the formal point!
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