**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

**An Introduction to Probability and Random Processes**

by

**Gian-Carlo Rota, Kenneth Baclawski**

The purpose of the text is to learn to think probabilistically. The book starts by giving a bird's-eye view of probability, it first examines a number of the great unsolved problems of probability theory to get a feeling for the field.

(

**17596**views)

**Introduction to Probability**

by

**Leif Mejlbro**-

**BookBoon**

In this book you will find the basic mathematics of probability theory that is needed by engineers and university students. Topics as Elementary probability calculus, density functions and stochastic processes are illustrated.

(

**9706**views)

**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.

(

**10169**views)

**Probability, Geometry and Integrable Systems**

by

**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.

(

**13942**views)