**Almost None of the Theory of Stochastic Processes**

by Cosma Rohilla Shalizi

**Publisher**: Carnegie Mellon University 2010**Number of pages**: 347

**Description**:

This is intended to be a second course in stochastic processes. It is assumed that you have had a first course on stochastic processes, using elementary probability theory. You will be re-studying stochastic processes within the framework of measure-theoretic probability.

Download or read it online for free here:

**Download link**

(3.8MB, PDF)

## Similar books

**Probability Theory and Stochastic Processes with Applications**

by

**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.

(

**7042**views)

**Stochastic Processes**

by

**David Nualart**-

**The University of Kansas**

From the table of contents: Stochastic Processes (Probability Spaces and Random Variables, Definitions and Examples); Jump Processes (The Poisson Process, Superposition of Poisson Processes); Markov Chains; Martingales; Stochastic Calculus.

(

**7288**views)

**Mathematical Foundations of Probability Theory**

by

**Gane Samb Lo**-

**arXiv.org**

The fundamental aspects of Probability Theory are presented from a pure mathematical view based on Measure Theory. Such an approach places Probability Theory in its natural frame of Functional Analysis and offers a basis towards Statistics Theory.

(

**1334**views)

**Probability on Trees and Networks**

by

**Russell Lyons, Yuval Peres**-

**Cambridge University Press**

This book is concerned with certain aspects of discrete probability on infinite graphs that are currently in vigorous development. Of course, finite graphs are analyzed as well, but usually with the aim of understanding infinite graphs and networks.

(

**1947**views)