The Cambridge Dictionary of Probability and its Applications

David Stirzaker is Associate Professor in the Mathematical Institute at the University of Oxford and an Emeritus Research Fellow at St John's College, Oxford. His previous titles include Probability and Random Processes (with Geoffrey Grimmett, 2001) and Elementary Probability (Cambridge University Press, 2003).

• Preface; Table of distributions; The dictionary.

'To construct a dictionary about such an enormous field is a daunting task, and David Stirzaker deserves high praise, first for even attempting to do so, and second for the success he has achieved. A dictionary's usefulness depends on its organisation as well as on the quality of the individual entries, and this book's structure is simple and logical: two initial pages list the abbreviations and symbols, then the main body of 3000-odd entries with easy-to-use cross-referencing, ending with an appendix of probability distributions … I shall be delighted to possess this authoritative tome. It will sit alongside Abramowitz and Steguns' Handbook of Mathematical Functions as a reliable source of enlightenment.' John Haigh, University of Sussex