Probability, Statistics and Stochastic Processes
by Cosma Rohilla Shalizi
Number of pages: 71
Contents: Probability (Probability Calculus, Random Variables, Discrete and Continuous Distributions); Statistics (The Care and Handling of Data, Sampling, Estimation, Hypothesis Testing); Stochastic Processes (Sequences of Random Variables, Markov Processes, Continuous-Time Stochastic Processes).
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by R. A. Bailey - Cambridge University Press
This book develops a coherent framework for thinking about factors that affect experiments and their relationships, including the use of Hasse diagrams. The book is ideal for advanced undergraduate and beginning graduate courses.
This book is developed as a free, collaborative and interactive learning environment for elementary probability and statistics education. The book blends information technology, scientific techniques and modern pedagogical concepts.
by Martin Hairer - arXiv
This text is an attempt to give a reasonably self-contained presentation of the basic theory of stochastic partial differential equations, taking for granted basic measure theory, functional analysis and probability theory, but nothing else.
by D. A. Levin, Y. Peres, E. L. Wilmer - American Mathematical Society
An introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space.