Name: Adventures in stochastic processes
ISBN: 9781461203889

Adventures in stochastic processes

Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. In a lively and imaginative presentation, studded with examples, exercises, and applications, and supported by inclusion of computational procedures, the author has created a textbook that provides easy access to this fundamental topic for many students of applied sciences at many levels. With its carefully modularized discussion and crystal clear differentiation between rigorous proof and plausibility argument, it is accessible to beginners but flexible enough to serve as well those who come to the course with strong backgrounds. The prerequisite background for reading the book is a graduate level pre-measure theoretic probability course. No knowledge of measure theory is presumed and advanced notions of conditioning are scrupulously avoided until the later chapters of the book. The book can be used for either a one or two semester course as given in departments of mathematics, statistics, operation research, business and management, or a number of engineering departments. Its approach to exercises and applications is practical and serious. Some underlying principles of complex problems and computations are cleanly and quickly delineated through rich vignettes of whimsically imagined Happy Harry and his Optima Street gang’s adventures in a world whose randomness is a never-ending source of both wonder and scientific insight.

What Hacker News says

harshrealityApr 2014

As mentioned in another subthread, Pugh's Real Mathematical Analysis is great, and better motivated than baby Rudin.

Wilf - Generatingfunctionology (CRC 3rd ed.; free 2nd ed. pdf[1])

Lovasz - Combinatorial Problems and Exercises (AMS Chelsea)

The classic probability book is Feller (2 vol), but it's absurdly priced. There's also Sidney Resnick's Probability Path and Adventures in Stochastic Processes. Grinstead & Snell - Introduction to Probability Theory is free[2], and there's also Chung's A Course in Probability Theory (Academic Press/Elsevier).

Dover publishes at least three good books on counterexamples and pathological cases: Counterexamples in {Analysis, Probability, Topology}

[1] http://www.math.upenn.edu/~wilf/DownldGF.html

[2] http://www.dartmouth.edu/~chance/teaching_aids/books_article...

thread

balnaphoneJul 2016

"The Art of Profitability" by Adrian Slywotzky

"The Myth of the Rational Voter" by Bryan Caplan

"Fanatical Prospecting" by Jeb Blount

"Fooling Some of the People All of the Time" by David Einhorn

"Confidence Game" by Christine Richard

"Mouth Matters; How Your Mouth Ages Your Body and What YOU Can Do About It" by Carol Vander Stoep

"Adventures in Stochastic Processes" by Sidney & Resnick