Introduction to Stochastic Processes
by Gordan Žitković
Publisher: The University of Texas at Austin 2010
Number of pages: 107
Description:
Contents: Probability review; Mathematica in 15 minutes; Stochastic Processes; The simple random walk; Generating functions; Random walks - advanced methods; Branching processes; Markov Chains; The 'Stochastics' package; Classification of States; More on Transience and recurrence; Absorption and reward; Stationary and Limiting Distribution; Solved Problems.
Download or read it online for free here:
Download link
(2MB, PDF)
Similar books
Markov Chains and Stochastic Stabilityby S.P. Meyn, R.L. Tweedie - Springer
The book on the theory of general state space Markov chains, and its application to time series analysis, operations research and systems and control theory. An advanced graduate text and a monograph treating the stability of Markov chains.
(15461 views)
Applied Stochastic Processes in Science and Engineeringby Matt Scott - University of Waterloo
This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions. A senior undergraduate course offered to students with a suitably mathematical background.
(2875 views)
Probability Theory and Stochastic Processes with Applicationsby Oliver Knill - Overseas Press
This text covers material of a basic probability course, discrete stochastic processes including Martingale theory, continuous time stochastic processes like Brownian motion and stochastic differential equations, estimation theory, and more.
(6059 views)
Reversibility and Stochastic Networksby F.P. Kelly - John Wiley and Sons Ltd
The book on vector stochastic processes in equilibrium or stochastic networks, with wide range of applications. It covers the concept of reversibility, the output from a queue, and the epolymerization process quilibrium distribution.
(10973 views)