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 only1. Fair enough for Springer’s “Universitext” collection.
Continue reading
- rest assured it’s not handwritten, LaTeX has at least saved us from that [↩]
