Stochastic ProcessesRobert G. Gallager
Stochastic Processes
by Robert G. Gallager · first published 2013
2mentions
2recommended by
2HN commenters
2017–2019first – last mentioned
100% recommend
"This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales
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…to do any random processes, the graduate course (and corresponding textbook) from EECS at MIT is great: https://ocw.mit.edu/courses/electrical-engineering-and-compu... Textbook: https://www.amazon.com/Stochastic-Processes-Applications-Rob...
on “Random – Probability, mathematical statistics, and stochastic processes (2015)” ↗If you want to learn the underlying math for calculating these, I highly recommend Robert Gallager's "Stochastic Processes". It was one of the more eye-opening math books I ever read.
on “Going Critical” ↗