Review: Theory of Probability and Random Processes

Theory of Probability and Random Processes L. Koralov, University of Maryland, College Park, MD, USA; Y.G. Sinai, Princeton University, NJ, USA

It took me half an eternity but I eventually finished the book "Theory of Probability and Random Processes".

I initially intended to read it both as a refresher and as a warm up to read a couple of higher level books. And it was indeed an interesting read, though, I must admit, more difficult than I thought.

The obvious shortcoming of this book should be clear for any people having been to university: it is aknowledged as being based on a course... and I reckon it's reminiscent of those handouts you get when the teachers consider the pedagogy's place to be in the classroom only ((rest assured it's not handwritten, LaTeX has at least saved us from that )). Fair enough for Springer's "Universitext" collection.

Read more…