This graduate-level textbook is primarily aimed at graduate students of statistics, mathematics, science, and engineering who have had an undergraduate course in statistics, an upper division course in analysis, and some acquaintance with measure theoretic probability.
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion,... Læs mere
This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes.
This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications.