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Probability and Random Processes, by Yannis Viniotis
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This text uses a "hands-on" approach to teaching probabaility that enables students to apply theory as it is learned. There is extensive modelling, which aims to give students an understanding of the subject, rather than exposure to abstract theory. The use of examples and case studies from "everyday life" aims to show the connections between theoretical concepts and "realistic" problems.
- Sales Rank: #3685465 in Books
- Published on: 1997-11-01
- Original language: English
- Number of items: 1
- Dimensions: 1.18" h x 7.59" w x 9.48" l,
- Binding: Hardcover
- 704 pages
Most helpful customer reviews
5 of 6 people found the following review helpful.
What is a Wiener process?
By A Customer
I bought this book to help me study for my phd qualifying exam in electrical engineering, because it was used for a random processes class at the graduate school I'm attending. I hoped for an alternative to Papoulis, but something more engineering- oriented than Grimmet and Stirzaker. I stopped using Viniotis' book after I ran across this egregious error: he describes an algorithm to generate realizations of a discrete-time Wiener process, call it X(t), whereby you multiply white gaussian noise by the squareroot of the time index t. This gives the correct variance for a wiener process. However it has incorrect conditional expectations E[X(t) | X(t-1)]. In my opinion this error goes far beyond a typo, and is something that should be immediately obvious, at least by an author of a book like this. This example is on pp. 459-460 of the 1st edition.
To its credit, it has a lot of illustrative plots.
But overall I couldn't recommend it as a book from which to learn the subject for the first time, unless you are confident you can ferret out errors on your own, or depend on your professor to do so.
12 of 16 people found the following review helpful.
So many basic errors it's scary
By A Customer
This is just a really bad book. Believe me, I've had to use it as a text.
This book tries to be too many things, and fails at all of them. It is not a good introductory text, because it never spends more than half a page on any topic, no matter how important. As an advanced text it is even worse - the number of basic errors is apalling. Theorems are stated incorrectly, problems ask you to prove absurdities, proofs are fudged, and even solutions in the instructors' manual are wrong. There seem to be at least two serious errors in every chapter. A particularly egregious example is Problem 6.2, which made me wonder if the author even understands the concept of independent random variables.
The problems given are all fairly hard, and most of the time reading the book does not help you figure out a way to approach them. There are very few solved examples, and those that are given are more in the nature of trivial comments.
This is a fairly expensive book, and definitely not worth the money. It is an okay reference (but there are better ones) if you already know the material well enough to be able to separate fact from fiction, but a textbook it is not.
1 of 3 people found the following review helpful.
A Wonderful Text
By A Customer
This text has helped me master my difficult courses and I would recommend it to any student interested in mastering electrical engineering. It proves to be very useful and informative.
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