SIAM REVIEWVol. 4, No. 4, October, 1962

Printed in U.S.A.

BOOK REVIEWS

EDITED BY DONALD GREENSPAN

Publishers are invited to send books for review to Donald Greenspan, Mathematics ResearchCenter, U. S. Army, University of Wisconsin, Madison 6, Wisconsin

Random Processes. By M. ROSENBLATT. Oxford University Press, New York,1962. x 208 pp. $6.00.This is an excellent introduction to the contemporary field of random processes.

The author covers quite a deal of ground in a lucid and readable fashion. Thefirst chapter is devoted to the fundamental concepts of probability theory and aderivation of such basic theorems as the weak law of large numbers and thecentral limit theorem. It also contains a discussion of entropy.

In the second chapter, Markov chains are introduced with strong emphasis,and rightly so, upon matrix theory. The remaining chapters are devoted to con-tinuous processes, covering such topics as ergodic theory, continuous Markovprocesses, and random harmonic analysis. Many references are provided formore detailed results.The book is recommended for all of those who would like to provide themselves

with the necessary background for the reading of research papers and for theapplication of these powerful and versatile techniques to current problems inphysics and engineering.

RICHARD BELLMANThe RAND Corporation

A Treatise on Hydrodynamics. By A. B. BASSET. Dover Publications, Inc., NewYork, 1961. Vol. 1, xii 264 pp. Vol. 2, xv W 328 pp. $1.75 per volume,paperbound.This work is a classic and a model of compact analysis and clear writing. The

book was still in use as a text at Cambridge in the first decade of the presentcentury. Although it refers to the state of the science as it existed in the interval1884-1888, the book is still useful as a work of reference to many matters whichby then had assumed a definitive form.

L. /[. MILNE-THOMSONUniversity of Arizona

Statistical Theory of Communication. By Y. W. LEE. John Wiley and Sons, Inc.,1960. xvii 509 pp. $16.75.Professor Lee is well-known as a disciple of Professor Norbert Wiener and as an

interpreter of his work. In this textbook he has provided an unusually luciddescription of Wiener’s "The Extrapolation, Interpolation and Smoothing ofStationary Time Series with Engineering Applications." The title of the book issomething of a misnomer, in that one would expect a book on theory of com-

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