Stochastic and Random Processes Book
I'm looking for a textbook on stochastic and random process. Ideally, I'm looking for a textbook with the following virtues:
The textbook should include an overview of basic probability, especially convergence theorems. Some textbooks, for example Ross' Introduction to Probability Models and Grimmett and Strizaker's Probability and Random Processes spend the first 200 pages discussing probability theory. Inevitably, the discussion of topics on stochastic and random processes then builds on these chapters, so one really has to go through all these chapters in some detail.
The textbook should have problems, but it shouldn't have an encyclopedia of problems that may take a lot of time to work through. Both the aforementioned textbooks suffer from this problem, for example.
I wouldn't mind if the textbook has mesasure theory details, but I'd like the textbook to focus on the intuition, and motivation. For measure theory details, I'll just go to a measure theoretic-probability book.
The textbook should include random walks, braanching processes, discrete-time Markov Chains, Martingales, at least.
reference-request
asked Nov 30 at 0:46
user82261
1657
add a comment |
I'm looking for a textbook on stochastic and random process. Ideally, I'm looking for a textbook with the following virtues:
The textbook should include an overview of basic probability, especially convergence theorems. Some textbooks, for example Ross' Introduction to Probability Models and Grimmett and Strizaker's Probability and Random Processes spend the first 200 pages discussing probability theory. Inevitably, the discussion of topics on stochastic and random processes then builds on these chapters, so one really has to go through all these chapters in some detail.
The textbook should have problems, but it shouldn't have an encyclopedia of problems that may take a lot of time to work through. Both the aforementioned textbooks suffer from this problem, for example.
I wouldn't mind if the textbook has mesasure theory details, but I'd like the textbook to focus on the intuition, and motivation. For measure theory details, I'll just go to a measure theoretic-probability book.
The textbook should include random walks, braanching processes, discrete-time Markov Chains, Martingales, at least.
reference-request
asked Nov 30 at 0:46
user82261
1657
add a comment |
I'm looking for a textbook on stochastic and random process. Ideally, I'm looking for a textbook with the following virtues:
The textbook should include an overview of basic probability, especially convergence theorems. Some textbooks, for example Ross' Introduction to Probability Models and Grimmett and Strizaker's Probability and Random Processes spend the first 200 pages discussing probability theory. Inevitably, the discussion of topics on stochastic and random processes then builds on these chapters, so one really has to go through all these chapters in some detail.
The textbook should have problems, but it shouldn't have an encyclopedia of problems that may take a lot of time to work through. Both the aforementioned textbooks suffer from this problem, for example.
I wouldn't mind if the textbook has mesasure theory details, but I'd like the textbook to focus on the intuition, and motivation. For measure theory details, I'll just go to a measure theoretic-probability book.
The textbook should include random walks, braanching processes, discrete-time Markov Chains, Martingales, at least.
reference-request
asked Nov 30 at 0:46
user82261
1657
I'm looking for a textbook on stochastic and random process. Ideally, I'm looking for a textbook with the following virtues:
The textbook should include an overview of basic probability, especially convergence theorems. Some textbooks, for example Ross' Introduction to Probability Models and Grimmett and Strizaker's Probability and Random Processes spend the first 200 pages discussing probability theory. Inevitably, the discussion of topics on stochastic and random processes then builds on these chapters, so one really has to go through all these chapters in some detail.
The textbook should have problems, but it shouldn't have an encyclopedia of problems that may take a lot of time to work through. Both the aforementioned textbooks suffer from this problem, for example.
I wouldn't mind if the textbook has mesasure theory details, but I'd like the textbook to focus on the intuition, and motivation. For measure theory details, I'll just go to a measure theoretic-probability book.
The textbook should include random walks, braanching processes, discrete-time Markov Chains, Martingales, at least.
reference-request
reference-request
asked Nov 30 at 0:46
user82261
1657
asked Nov 30 at 0:46
user82261
1657
asked Nov 30 at 0:46
user82261
1657
asked Nov 30 at 0:46
user82261
1657
asked Nov 30 at 0:46
user82261
1657
1657
add a comment |
add a comment |
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3019465%2fstochastic-and-random-processes-book%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3019465%2fstochastic-and-random-processes-book%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
