Books Related to Math 285
Math 285 (Stochastic Processes)
Winter 2023
- General
- Karlin, S. and Taylor, H.M.: A First Course in Stochastic Processes [QA274 .K37 1975]
- Markov Chains
- Norris, J.R.: Markov Chains [QA274.7 .N67 1997]
- Häggström, O.: Finite Markov chains and algorithmic applications [QA274.7 .H34 2002]
- Martingales
- D. Williams: Probability with Martingales [QA274.5 .W55 1991]
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Last updated December 28, 2022