Stochastic processes

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Ebook Format


Statistical Methods, Students Solutions Manual (e-only)

Markov Chains

For students in pure and applied probability; lots of applications, fairly self-contained.

An Introduction to Stochastic Modeling, Student Solutions Manual (e-only)

Lévy Processes and Stochastic Calculus

A fully revised and appended edition of this unique volume, which develops together these two...

Probability with Martingales

This is a masterly introduction to the modern, and rigorous, theory of probability. The author...

Probability and Computing: Randomized Algorithms and Probabilistic Analysis

Probability and Computing

Randomized Algorithms and Probabilistic Analysis


An excellent 2005 introduction to the probabilistic techniques and paradigms used in the development...

Elements of the Random Walk: An introduction for Advanced Students and Researchers

Elements of the Random Walk

An introduction for Advanced Students and Researchers


A self-contained introduction to the applications of random walk techniques.

Brownian Motion

Everything the graduate student in probability wants to know about Brownian motion, including the...

Statistical Analysis of Stochastic Processes in Time

This 2004 book introduces ways of modelling phenomena that occur over time. Covers stochastic...

Markov Chains and Stochastic Stability

New up-to-date edition of this influential classic - the bible on Markov chains in general state...