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
Continuous Distributionsby Leif Mejlbro - BookBoon
Contents: Some theoretical background; Exponential Distribution; The Normal Distribution; Central Limit Theorem; Maxwell distribution; Gamma distribution; Normal distribution and Gamma distribution; Convergence in distribution; 2 distribution; etc.
(10118 views)
Probability, Geometry and Integrable Systemsby Mark Pinsky, Bjorn Birnir - Cambridge University Press
The three main themes of this book are probability theory, differential geometry, and the theory of integrable systems. The papers included here demonstrate a wide variety of techniques that have been developed to solve various mathematical problems.
(16355 views)
Recent Progress on the Random Conductance Modelby Marek Biskup - arXiv
Recent progress on understanding of the Random Conductance Model is reviewed and commented. A particular emphasis is on the results on the scaling limit of the random walk among random conductances for almost every realization of the environment.
(9821 views)
Radically Elementary Probability Theoryby Edward Nelson - Princeton University Press
In this book Nelson develops a new approach to probability theory that is just as powerful as but much simpler than conventional Kolmogorov-style probability theory used throughout mathematics for most of the 20th century.
(17951 views)