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: Probability Theory: The Logic of ScienceProbability Theory: The Logic of Science
by - Cambridge University Press
The book is addressed to readers familiar with applied mathematics at the advanced undergraduate level. The text is concerned with probability theory and all of its mathematics, but now viewed in a wider context than that of the standard textbooks.
(8709 views)
Book cover: Discrete DistributionsDiscrete Distributions
by - BookBoon
From the table of contents: Some theoretical background; The binomial distribution; The Poisson distribution; The geometric distribution; The Pascal distribution; The negative binomial distribution; The hypergeometric distribution.
(7757 views)
Book cover: Probability for FinanceProbability for Finance
by - BookBoon
The book is intended to be a technical support for students in finance. Topics: Probability spaces and random variables; Moments of a random variable; Usual probability distributions in financial models; Conditional expectations and Limit theorems.
(7094 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.
(2905 views)