The most important quality to note about this book is that it is *indeed* a graduate textbook. Thus, anyone who is considering reading this book and who has not yet studied ideas such as random processes (including Markov chains and martingales), the Central Limit Theorem, etc.. should pass on this book and look into one or more undergraduate texts (Ross's "Probability Models" would make a good start). Another question the potential buyer should ask is, "Do I want to apply probability, or do I want to study probability for the sake of probability?". If it is the former, then there are many more suitable books whose union covers all the topics in this book, and does so in a much more clear and inuitive manner (For example, "Ergodic Theory" by Halmos, "Probability Models" and "Random Processes" by Ross, and "Mathematical Statistics Chapters 1-8" by Roussas is one example of such a covering). On the other hand, if the answer is the latter, then stop here and begin reading! In other words, the 5 stars for this review is relative to anticipating that the reader is a grad. student who wants to do research in probability and/or statistics. Conditioning on these assumptions, the clarity and coverage found in this text cannot be matched. The measure-theoretic approach may take some time to get used to, but in the end the reader will be thankful for this, as many of the proofs fall out quite easily.

When I started to develop an interest in statistics and probability I took the challenge of finding a concise probability book that balanced both the formal aspects of the theory as the practical approach. After many books, I decided to take a look a springer-verlag's related texts. I was surprised when I found this book since, even though its name (Graduate Texts in Mathematics, me being an undergrad), it is a down-to-earth book that takes by the hand through probability theory. Among the many books I read, (in some cases just tried to read), Shiryaev's book was the most organized and efficient one: it didn't lose valuable time explaining obvious concepts nor did it overshadow the underlying ideas with complex mathematical formalisms: it was simple and comprehensive. I think this book is highly recommendable to any science student familiarized with the most essential mathematical concepts, who wishes to have in the bookshelf and near of hand a complete probability course (in reality, the only knowledge needed is elementary calculus, series, and a set theory and a very basic notion of probability doesn't hurt). This book, in combination with an applied probability book, is more than enough to understand this fascinating and necessary subjet (I also recommend in adition to this text, "Mathematical Statistics" by Terrell, also a Springer-Verlag)

A fantastic book for those who wish to gain a comprehensive exposure to rigourous probability theory. Ideal for self-study. Beautiful presentation, with little typos here and there (previous edition). Terrific example of clarity and precision in exposition. All fundamental results. Theory. If you want to spend the due time, and read line by line this book is invaluable and totally tractable. Prerequisite: An elementary course in Analysis (and may be not even that). Bon-appetit.

Engelgardt's book, "Letters From The Country" is a fascinating look at Russian peasantry and gentry lifstlyle during the late 19th century. It is a faboulus book that explores the meticulous lifestyles of these countryside peasants. The letters show the simple and surprisingly postive way these people go about farming their villages and taking care of eachother. I highly recommend this book to all interested in Russian history.

One of the best beautiful and very tragic stories I ever read. J.W. Goethe once said: Who saw once Rome will never be so happy or unhappy as before. The same could be said about this book!

It is little known to Americans that, during WW2, an elite commando detachment of the Soviet Northern Fleet was formed to conduct raids on enemy bases in Finland and Norway. Their mission was largely to provide support for Allied convoys along the most perilous passage of the North Atlantic route to Murmansk and Arkhangelsk. This book contains the translated memoir of Viktor Leonov, twice-decorated recipient of the highest military honor, Hero of the Soviet Union. In his own words, he tells of his team's specialized training and the daring strikes they conducted, greatly outnumbered, against the enemy. The action and adventure is fast-paced and reminiscent of that in Marcinko's "Rogue Warrior" series, but its presentation is delivered with more restraint. Like all Soviet war-memoirs, Leonov's account is straight-forward and tends to emphasize the strong camaraderie and patriotism of his unit. More attention is paid to the deeds of his comrades than to his own heroism, so that the reader feels personally acquainted with each man. Eight pages of wartime photos are included. Accompanying the story are hundreds of footnotes. Some of these provide additional personal information and anecdote. Others cross-reference previously unobtainable Soviet military sources with German records. Besides verifying the accuracy of Leonov's memoir, these provide historical background data of great value. So numerous and fascinating are the footnotes, that I had to read the book with one finger marking place in the Appendix. This proved quite distracting to the flow of the narrative, so upon completion I reread it. I recommend this book to anyone who has an interest in World War 2, Soviet military operations, or special-warfare.

I found a copy of CIVIL AND SAVAGE ENCOUNTERS in a little bookstore while vacationing in Alaska. The Alaskan landscape is beautiful and awe inspiring. However, once I started reading this diary, I couldn't stop. It is a treasure! I stress, I became so engrossed in Golovin's exceptional descriptions, I totally lost interest in the beauty of Alaska. I don't understand why this diary did not become a best seller.

I loved Golovin's comparative descriptions between his beloved Russia and Europe. Americans will be mesmerized by his perception of the American Civil War.

Golovin has a charming and wonderful vividness in his writing style. Could he have intended for his diary to be published? On the other hand, I have often heard it said that we have lost the art of good writing. We'll never learn the answer. Regardless, CIVIL AND SAVAGE ENCOUNTERS is a wonderful piece of literature.

This inciteful look into the life of Punin is quite a page turner. From references to his affair with Akhmatova to reflections on the politics of the time, the diaries provide a rare chronicle of the early Soviet era. The tactful translation is smooth and easy to comprehend. Jennifer Greene Krupala is a very talented translator and does great justice to the diaries of Nikolay Punin; it is obvious that she has a deep understanding of the work and a strong command of the Russian language.

The Essentials of Stochastic Finance: Facts, Models, Theory by Albert N. Shiriaev, et al offers a clear treatment of both theoretical and emperical Finance. Shiryaev presents not only the essentials of probability as it is applied to finance,but he also covers recent develpoments in Mathematical Finance. It is very well written and it can be covered in one year (depending on the audience). Each topic moves from the specific to the general, beginning with one or more examples to lead into the theoretical results. This is the most comprehensive book out there. It covers Mathematical Finance, Martingale, Markov Thoery... to Econometric ARCH GARCH FGARCH ...to theory of Finance CAPM APT... PART II of the book requires a good knowledge of Stochastic Calculus at Karatzas and Shreve level...
Outstanding...

Books about Neznaika were written by one of the greatest Russian authors of children's stories, Nikolai Nosov. They haven't lost their charm even though they were written years ago, during the Soviet time. This one, "How Neznaika Was a Musician", is fun to follow, as well as some other books about Neznaika's adventures - "Neznaika v Solnechnom Gorode" ("Neznaika in the Sunny Town") and "Neznaika on the Moon" ("Neznaika on the Moon"). If you are a Russian parent or if you have a 6-8-year old child adopted from Russia (who can read in Russian), a book about Neznaika will make a great gift for him or her. You'll see how these stories will take your little readers into the world of fantasies they won't want to leave.

Of course this book cannot be compared to " A course of modern analysis ", but as a book in special functions, it have served its purpose. I would also like to make a tribute to Richard Silverman for translating ( not just direct traslating, he translate in a style make it readable to English world. )

Yet another excellect translation by Silverman. I've only been in possession of this book for a few days but it's already becoming a favorite mathematics text. Not a pure mathematics text but certainly a very thorough, lucid and most certainly enjoyable discussion of applied mathematics with a particularly engaging discussion of the solution of partial differential equations (Laplacian, Poisson etc.) by means of separation of variables and integral transforms. Along the way it develops the theoretical essentials of gamma functions, exponential integrals, orthogonal polynomials, Bessel functions, spherical harmonics among others. Clearly written with an emphasis on explaining the process of discovering solutions rather than merely presenting particular solutions (though it does have enlightening examples). IMO, well worth the price.

This is a book which I cannot say much about except for the unusual thoroughness, accompanied by detail and depth in treatment of the underlying mathematical properties and applications of Special Functions.

Lebedev is the quintessential mathematical expert in applying Special Functions to problems in Physics and Engineering, being that he can illustrate all important concepts clearly and umambiguously with carefully prepared diagrams as well as words. I was able to cite the solution of the a problem involving a propagating electromagnetic wave along a transmission line for an important Engineering course project. For such a problem, Lebedev offers a far more detailed and precise solution with given Special Functions than anything I have ever seen in other books of the same nature with the possible exception of a specialized treatise by an MIT EE faculty member on applied electromagnetism. He also comes across as meticulous in derivations of solutions to problems worked out compared to many other authors whose works I have read. This is because he hardly ever skips an important step in deriving a solution for any given problem by leaving it out for the reader's imagination. Yet we know Lebedev as perhaps a mathematician who may not be realistically expected to come up with such complete and exhaustive solutions to practical or real-world problems, worked out with clarity as well as precision and depth. There are numerous other examples which he worked out for different applications (e.g, Legendre's and Laguerre's functions) invariably after he took pains to delineate the various mathematical properties of the Special Functions utilized to obtain the closed-form solutions. He also covers various mathematical functions which may not be as familiar to many engineering practitioners but nonetheless have an important place in applied mathematical analysis. In a sense, he saves them for occasions when we as readers may need to probe further into unfamiliar territory.

So if you are looking for depth and precision in analysis of physical problems in Engineering and Science, or are trying to cope with reaearch problems in Applied Mathematics, try out this book by Lebedev. It can initially come across as difficult to understand, but Lebedev expects the reader to follow along through diligence. It is almost one of a kind, being that it is very clear and lucid without noticeable loss in depth and mathematical rigor. I highly recommend it because I believe that few other books can even come close in offering good examples in solutions to real-world problems and, at the same time, demonstrate the power of Special Functions in applications. Of course, it is also very inexpensive.