Help with probability books

[Sanket Patel]

BBW,

Just out of curiosity, how many books do you own? I'm very impressed with your knowledge and familiarity with textbooks and books in general. There must be an impressive collection of books go with along with that, eh?

 

[bigbadwolf]

BBW,

Just out of curiosity, how many books do you own? I'm very impressed with your knowledge and familiarity with textbooks and books in general. There must be an impressive collection of books go with along with that, eh?

I stopped counting a looong time ago. I've come to recognise the symptoms of the "compulsive book-buying syndrome" in myself. It is, as Basbanes terms it, a gentle madness. But to comment intelligently on a book it's not necessary to have read it: in this connection, I've been much impressed by Pierre Bayard's How to Talk About Books You Haven't Read.

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[const451]

They have both Ash and Feller at my U. library - I'll take look. Thank you!

 

[bigbadwolf]

They have both Ash and Feller at my U. library - I'll take look. Thank you!

One more (and then I'll stop): Probability for Applications, by Pfeiffer, pub. Springer. Out of print, so you'll have to look for a used copy or look in a university library. This amazing book introduces measure-theoretic probability to people who may never have taken an introductory course -- and does it superbly. It explains matter heuristically, and not in the usual staccato definition - lemma - theorem - corollary style. En passant, it covers the material found in a standard first course (a la Ross). I don't understand why this book has passed into obscurity: no reviews of it are to be found, and it appears never to have been reprinted. This is another book to be acquired and then jealously guarded.

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[const451]

Our library only has a different book by Pfeiffer, I'll look at it too - thanks!

Concepts of probability theory [by] Paul E. Pfeiffer.
Concepts of probability theory
Pfeiffer, Paul E.
McGraw-Hill [1965]
Main subject: Probabilities.

 

[bigbadwolf]

No, I don't like this one (I didn't realise I had it until I accidentally pulled it out today).

 

[const451]

I see. I will just get Probability for Applications; I will need it for the spring 2009.

 

[bigbadwolf]

I see. I will just get Probability for Applications; I will need it for the spring 2009.

Only if it's measure-theoretic probability; otherwise stick to Ash and/or Meester.

 

[justlooking]

capinski and kopp's "measure, integral and probability" is a wonderful introductory text.

 

[const451]

Thanks - I'll save those for next year.

 

[vkaul]

In university it takes 2 math courses to cover chung's book. It becomes so tedious to go over all these details of the proof and exercises. I just took one of those courses that covered till chapter 6 of chung. My question is it worth going through the rest of the chapters of Chung, especially when it gets so tedious to prove exercises. Is it really worth learning so much of abtract probability, if one wants to work in finance? Or is it better to concentrate on learning books like Shreve for finance or Okensdal( books that are more applied)?

 

[DanM]

Has anyone read Jim Pitman's book?

Any thoughts?

 

[const451]

Has anyone read Jim Pitman's book?

Any thoughts?

A book by Berkeley professor forced to Berkeley students. I was thinking to buy it but I couldn't find it used for cheap. It's got many negative reviews on Amazon.

If you're looking for intro book then, from several books I looked, I can recommend Introduction to Probability 2Ed by Bertsekas and Tsitsiklis. It's by MIT professors forced to MIT students but I actually liked it a lot.

 

[DanM]

A book by Berkeley professor forced to Berkeley students. I was thinking to buy it but I couldn't find it used for cheap. It's got many negative reviews on Amazon.

If you're looking for intro book then, from several books I looked, I can recommend Introduction to Probability 2Ed by Bertsekas and Tsitsiklis. It's by MIT professors forced to MIT students but I actually liked it a lot.

The Probability course I will be taking will actualy be using Pitman's book. That's why I asked.

But thanks - I'll check out what you recommended.

 

[const451]

The Probability course I will be taking will actualy be using Pitman's book. That's why I asked.

Let us know if you liked it.