**Introduction to Stochastic Processes**

by Gordan Žitković

**Publisher**: The University of Texas at Austin 2010**Number of pages**: 107

**Description**:

Contents: Probability review; Mathematica in 15 minutes; Stochastic Processes; The simple random walk; Generating functions; Random walks - advanced methods; Branching processes; Markov Chains; The 'Stochastics' package; Classification of States; More on Transience and recurrence; Absorption and reward; Stationary and Limiting Distribution; Solved Problems.

Download or read it online for free here:

**Download link**

(2MB, PDF)

## Similar books

**Stochastic Analysis - Notes**

by

**I. F. Wilde**

A gentle introduction to the mathematics of Stochastic Analysis. From the table of contents: Introduction; Conditional expectation; Martingales; Stochastic integration - informally; Wiener process; Ito's formula; Bibliography.

(

**13340**views)

**Synchronization and Linearity: An Algebra for Discrete Event Systems**

by

**F. Baccelli, G. Cohen, G. J. Olsder, J. Quadrat**-

**John Wiley & Sons**

Presents new modelling and analysis techniques for the description of discrete event dynamic systems. Created within the text is a calculus which allows the derivation of analytical tools for computing the time behavior of this type of system.

(

**11524**views)

**Reversibility and Stochastic Networks**

by

**F.P. Kelly**-

**John Wiley and Sons Ltd**

The book on vector stochastic processes in equilibrium or stochastic networks, with wide range of applications. It covers the concept of reversibility, the output from a queue, and the epolymerization process quilibrium distribution.

(

**15286**views)

**Applied Stochastic Processes in Science and Engineering**

by

**Matt Scott**-

**University of Waterloo**

This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions. A senior undergraduate course offered to students with a suitably mathematical background.

(

**6484**views)