Logo

Almost None of the Theory of Stochastic Processes

Small book cover: Almost None of the Theory of Stochastic Processes

Almost None of the Theory of Stochastic Processes
by

Publisher: Carnegie Mellon University
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.

Home page url

Download or read it online for free here:
Download link
(3.8MB, PDF)

Similar books

Book cover: Stochastic ProcessesStochastic Processes
by - Universitat de Barcelona
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.
(6958 views)
Book cover: Probability CourseProbability Course
by - David Ellerman
In 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi taped the lectures and took notes which he then wrote up in a verbatim manner conveying the substance and the atmosphere of the course.
(2385 views)
Book cover: Extracting Information from Random DataExtracting Information from Random Data
by - arXiv
We formulate conditions for convergence of Laws of Large Numbers and show its links with of parts mathematical analysis such as summation theory, convergence of orthogonal series. We present also various applications of Law of Large Numbers.
(1463 views)
Book cover: Lectures on Integrable ProbabilityLectures on Integrable Probability
by - arXiv
Topics include integrable models of random growth, determinantal point processes, Schur processes and Markov dynamics on them, Macdonald processes and their application to asymptotics of directed polymers in random media.
(3724 views)