Rating: 
Summary: This is a reference book and it is not good for learning
Review: In very short words this book is just a very long stream of random processes equations with some explanation in between. At the same time, the cross index at the end is not very complete, this makes looking for an answer difficult (try just to put together the most fundamental properties of a Gaussian Process if you doubt about this).One good feature of this book (and maybe this is why it's so widely used) is that it covers a very extensive list of topics.
Rating: 
Summary: Foundation of random processes
Review: It's the best book I've read about Random variable mathematics. It's not very easy to get the concepts for the first time, but after some detailed readings you figure how all make sense. Who likes formula handbooks won't like it.
Rating:
Summary: The exercises are difficult
Review: The examples in the text are very simple but the exercises in the back of each chapter are very difficult. The simple examples are a poor reference for the much more complicated questions that lack solutions. This makes learning, by using this book, very difficult.
Rating:
Summary: Plenty Of Examples. Great Detail
Review: This book has a huge pool of examples that enables the reader to understand the concept better. The subject itself is "NOT TRIVIAL", however if it wasn't for this book, it could have been worse. I own this book and I liked it. The examples are fairly easy to understand and relevant to the end of chapter problems. There is also a web site for this book that has a lot of additional resources. So if you are thinking of buying this book, then go for it. (Please Note that I am writing this review for the Fourth Edition Hardcover by Papoulis and Pillai. Previous edition is not that good)
Rating: 
Summary: This is not hard stuff, just confusing!
Review: This book is definitely a classic and as such it may be of more interest to historians than physicists, engineers, or mathematicians. This is a great example of an academic book that forsakes both theory and application in favor of keeping the students busy and the professors happy! Instead of motivating and encouraging learning, the book makes an intentional effort to keep one step ahead of students and is frustrating as a teaching tool. The subject matter is, in fact, a lot simpler at the level that this book addresses the issues. At a more advanced level, the book is also useless as it does not address anything beyond a convolution of introductory materials. The content, even if deciphered, by bright students is horrendously inadequate for an extendible theoretical understanding of basic concepts and utterly void of any practical application to discrete systems.
Rating: 
Summary: Rigour, not ease.
Review: This book is probably not the best book for a beginner (and I've used Haykin and Peebles before). However, it treats probability with a scientific rigour, and follows logical proofs that any of us could do. I think a person could learn from it, but expect it to serve as a 2nd level text or a reference.
Rating:
Summary: Too elementary
Review: This book lacks rigor, and contains horrendous typos (but there is an errata sheet available) although makes a nice effort to "engineerize" the topic for the dumb reader (i.e. engineers).
Not meant for the mathematician, it makes no use of measure theory, and so you have to believe the results at face value.
On the positive side, it contains tons of worked-out examples, the chapters on distribution functions are quite nice and contain nice applications of calculus.
Other than that, it is a bit too elementary and avoids any of the interesting topics dealt with in more rigorous courses such as the stochastic integrals. Did I already mention this is an easy book? I don't see why the other reviewers complain it is hard, it must be due to their low IQ, so I wouldn't worry about their comments too much. These engineers want the answer ready to copy down on their homework sheets, this book almost gives you the answer if you're able to do changes variables etc., although this is sometime a difficult task for freshman engineers.
Rating:
Summary: Too elementary
Review: This book lacks rigor, and contains horrendous typos (but there is an errata sheet available) although makes a nice effort to "engineerize" the topic for the dumb reader (i.e. engineers).
Not meant for the mathematician, it makes no use of measure theory, and so you have to believe the results at face value.
On the positive side, it contains tons of worked-out examples, the chapters on distribution functions are quite nice and contain nice applications of calculus.
Other than that, it is a bit too elementary and avoids any of the interesting topics dealt with in more rigorous courses such as the stochastic integrals. Did I already mention this is an easy book? I don't see why the other reviewers complain it is hard, it must be due to their low IQ, so I wouldn't worry about their comments too much. These engineers want the answer ready to copy down on their homework sheets, this book almost gives you the answer if you're able to do changes variables etc., although this is sometime a difficult task for freshman engineers.
Rating:
Summary: Not easy but worth the effort
Review: This is a book which definitely requires diligence and effort to get through. The excercises are also not trivial to say the least. However, if you have the energy and patience to actually slug through this text, in the end you will discover that you have actually learned something. Something which is profound and difficult to understand. This book is definitely not recommended as a casual reference.
Rating:
Summary: A miserable text for an engineering class.
Review: This is appearantly the classic text on probablility and stochastic processes for engineering. Someone has got to be able to do better than this. The author commits the classic error of defining everything very precisely, without ever saying what any of it means. I have to agree with the previous reviewer (doubtless a frustrated student like myself) that this is probably a good reference book for those who already understand the subject. Unfortunately, the explanations are overly mathematical, the index is incomplete, and the script typeface used for special characters and symbols is often incomprehensible (an alphabet table would help). The examples and exercises fail to relate the material to practical applications. As an engineer, I'm not interested in proofs and mathematical rigor- I'm interested in the math as a tool and understanding what I can do with it, and how to go about doing it.
| 
