Logo

Introduction to Stochastic Processes

Small book cover: Introduction to Stochastic Processes

Introduction to Stochastic Processes
by

Publisher: The University of Texas at Austin
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

Book cover: Lectures on Stochastic Differential Equations and Malliavin CalculusLectures on Stochastic Differential Equations and Malliavin Calculus
by - Tata Institute of Fundamental Research
The author's main purpose in these lectures was to study solutions of stochastic differential equations as Wiener functionals and apply to them some infinite dimensional functional analysis. This idea was due to P. Malliavin.
(10067 views)
Book cover: Stochastic CalculusStochastic Calculus
by
An informal introduction to Stochastic Calculus, and especially to the Ito integral and some of its applications. The text concentrates on the parts of the course which the author found hard, there is little or no comment on more standard matters.
(16209 views)
Book cover: Reversibility and Stochastic NetworksReversibility and Stochastic Networks
by - 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.
(17085 views)
Book cover: Lectures on Stochastic Flows and ApplicationsLectures on Stochastic Flows and Applications
by - Tata Institute Of Fundamental Research
The author presents basic properties of stochastic flows, specially of Brownian flows and their relations with local characteristics and with stochastic differential equations. Various limit theorems for stochastic flows are presented.
(8909 views)