Fundamentals of Queueing Theory (third edition) by D. Gross and C. Harris is THE classic queueing text book. It is up-to-date, thorough, rigorous, intuitive, and even fun to read (for the mathematically inclined). This book can be read at different levels, none of them easy. It is intended for an audience of graduate students in operations research, industrial engineering, management science, or mathematics. There are other excellent queueing books out there, but this has to be the overall best seller! Highly recommended.

Why discrete time Markov Control Processes? Why not continuous, after all everyone seems to prefer it because it is easier to work with. Well, I guess because in a lot of cases it is more natural approach than approximating thru continuous time.

The book is a great compilation of the work done in the area during the last years. Self-contained material and excellent exposition of the subjects.

Quite recommendable to those mathematicians, scientists and engineers who have ever asked themselves why continuous, isn't it more natural discrete?

GEE is an extension of the Generalized Linear Models that handles the correlation structure found in panel data and longitudinal or repeated measures analysis. The idea goes back to a paper by Zeger and Liang in 1986 and is well cover in their 1994 book with Diggle and its most recent revision. However, over the years the statistical packages have implemented GEE and variations of it in many different ways. This important new book not only provides a detailed description of GEE for theoreticians and practitioners but it also presents comparisons of how the various software products implement it. The packages include GLIM, SAS STAT/GENMOD, S-PLUS, Stata and RTI's product SUDAAN (designed specifically for survey data).

This book is well written and comprehensive and will make a great reference book. It even provides a chapter on model diagnostics. Many examples are illustrated using the various software packages.

This text is a must-reading for anyone seeking advanced knowledge on fractal geometry. It is dense and deep, but clear and concise. It includes a lot of interesting material ranging from basic measure-theoretic concepts up to the disprove of Vitushkin's conjecture. It's got an extensive list of references, mostly to the original papers, making it a fundamental research tool.

As it can be inferred from the preceeding paragraph, the book is not for begineers; it was designed for graduate level courses. Undergrads and laymen should start with Edgar's "Measure, Topology, and Fractal Geometry" and Falconer's "Fractal Geometry: Mathematical Foundations and Applications".

Please check my other reviews (just click on my name above).

"Gibbs Measures and Phase Transitions" is the first book completely dedicated to the study of the description of the so-called Gibbs measures, which gives a mathematical formalism -- initiated by Landford, Ruelle and Dobrushin -- for the physical phenomenons of phase transition. Links are made with the ergodic theory: the notions of entropy and pressure are introduced. Whereas the author is a specialist of the domain, the book is self-contained: the necessary results of probability theory are essentially recalled. He describes both discrete systems as Ising models and continuous systems as gaussian models. The proofs given in main chapter are more readable than the original proofs in research article, for example in the chapter on Gaussian models and in the chapters on contour methods and chessboard estimate. It is clearly a must for people interested in mathematical physics.

Advances in the theory of repeated significance testing in the 1980s and 1990s has made sequential methods practical by identifying stopping rules for data collected sequentially but in groups. This material is now used to plan interim analyses and both safety and efficacy group sequential trials for clinical trials. This text provides for the first time thorough coverage of these advances with suitable references to the literature.

It should be on the bookshelf of any biostatistician who conducts clinical trials for pharmaceutical or medical device companies.

This is definitely not a book for the faint-of-mathematical-heart. As the title indicates, this is a user's manual for the GSLIB software (which is included on CD-ROM), and it includes discussions of all the supporting statistical mathematics. This makes the book invaluable to the user who is already well-grounded in statistics, and difficult to follow for the rest. There are very few lifelines to pull non-statisticians out of the jargon mire.

Nevertheless, if you're well-versed (and you probably are if you're considering purchasing this software), this is one heck of a powerful set of tools. The software includes a Kriging smorgasbord, simulation, variography, display tools, and is self-contained with few exceptions. The software is platform-independent, requiring only a Fortran compiler. All routines are written for Fortran77, and are uncompiled. I found the software user manual to be useful, well thought out, and complete.

A powerful tool at a bargain price!

I took advanced statistical physics from Professor Redner (the author) and highly recommend this book. He is without a doubt one of the best teachers I have ever had.

This book is an essential reference tool for anyone working and calculating with Brownian motion and related processes.

It is divided into two halves. The first (100 pages or so) summarises some useful definitions, theorems and facts about BM, stochastic processes and diffusions.

The second (over 300 pages) is a unique collection of formulas for BM and other processes. The scope is impressively vast and the level of accuracy is very high. Processes covered include: BM, BM with drift, Bessel processes, and the OU process. Functionals of these processes include (from a list of over 25): sup, inf, occupation time, local time, rolling mean, hitting times, joint distributions of the above and many more.

A must-have for Brownian professionals.

This is a great book. The different chapters are very clearly written and each of them could be applied as a tool for solving similar problems, one may encounter in his (hers) research. Although the text is not introductory, with some effort, the reader could avoid going through more elementary books on the subject first.