Series Name: Translation Series of Excellent Works of Modern Foreign Statistics
Original title: Historical process
Original publishing house: Willie
Author: (America) Sheldon M Ross
Translator: He, Xie and Cheng
Market price: ￥26.60
Publishing House: China Statistics Publishing House.
ISBN:7503722959
Publication date: August 2005
Book review:
Although China has published some monographs or textbooks on stochastic processes. But these textbooks are mainly written for graduate students who study probability theory or stochastic process. Their main interest is the integrity of mathematical system, and lay a foundation for the future study of stochastic process itself or deeper mathematics. However, for those students and theoretical practitioners who are not in the pure mathematics direction, the contents of these books are too deep, too professional, and the starting point is relatively high, but the scope is relatively narrow and not suitable. On the other hand, even the pure mathematics graduate students in the direction of probability theory need a concise random process textbook to broaden their horizons and inspire their thinking.
The book Stochastic Process written by S.M.Ross, an expert in applied probability theory and a famous professor at the University of California, Berkeley, just meets the needs of domestic readers in all aspects of application and theory. In the past fifteen years, this book has been selected by many famous universities in the United States as a teaching material for graduate students (and undergraduates) in various fields, including statistics. It is recognized as an excellent teaching material and has been well received by all parties. This book does not need measurement theory and advanced mathematical knowledge. The knowledge of calculus and elementary probability theory is enough to learn this book. Nevertheless, in the first chapter, the book introduces the basic knowledge, which is not very deep, but very important, and brings a lot of convenience to readers who have left the classroom for a long time or lack of reference books on probability theory. The book is application-oriented, but it never avoids important theoretical concepts and mathematical derivation to deepen the understanding of the problem. This book includes Poisson process, renewal theory, Markov chain, random walk and martingale, random order relation and other commonly used random processes. All the processes have a practical background. The width and depth of material selection are appropriate, which lays a reliable foundation for further application or theoretical research.
In addition to the characteristics of material selection and the depth of content, this book also reflects a master of probability theory's thorough understanding of the nature of stochastic processes in his works. This is reflected in the fact that the book thoroughly reveals the essence of various complex concepts in an easy-to-understand and intuitive way, from the simple to the deep, with a rather implicit view of probability theory rather than boring pure mathematical analysis. This kind of discussion, even for graduate students of pure mathematics, has immeasurable benefits.
A large number of examples and exercises in this book, in addition to being familiar with the theory, try to take the application as the background. It is profound and can arouse readers' interest. This plays a very important role in learning this course well. At the back of the book, there are some exercises and answers, which can be used as an extension and help of the content and bring convenience to readers.
This book was translated by an expert who is familiar with this field. Translation is accurate and clear. Its publication in China has filled an important gap. This book is easy to learn, and provides rare excellent teaching materials and convenient reference books for graduate students and undergraduates, theoretical and practical workers in the fields of statistics, logistics, medicine, biology, industry, economy, commerce, engineering and management.