Topics in Probability and Stochastic Processes Discrete Parameter Martingales and Applications, Ergodic Theory, Random Walks, Branching Processes. References
- Chung, K. L., A course in Probability Theory, 3rdedition, Academic Press, San Diego, USA. 2001.
- Feller, W., Introduction to Probability Theory and Applications, Vol. I & II, 22ndedition,
- John Wiley and Sons, 1971.
- Shiryaev, A. N., Probability, Springer, New York, 1966.
- Spitzer, F., Principles of Random Walk, 2ndedition Springer, New York, 1976.
- Athreya, K. B., and Ney, P. E., Branching Processes, Springer, New York, 1972.
- Williams, D., Probability with Martingales, Cambridge Univ., Press, 1991
Topics in Probability and Stochastic Processes Discrete Parameter Martingales and Applications, Ergodic Theory, Random Walks, Branching Processes. References
- Chung, K. L., A course in Probability Theory, 3rdedition, Academic Press, San Diego, USA. 2001.
- Feller, W., Introduction to Probability Theory and Applications, Vol. I & II, 22ndedition,
- John Wiley and Sons, 1971.
- Shiryaev, A. N., Probability, Springer, New York, 1966.
- Spitzer, F., Principles of Random Walk, 2ndedition Springer, New York, 1976.
- Athreya, K. B., and Ney, P. E., Branching Processes, Springer, New York, 1972.
- Williams, D., Probability with Martingales, Cambridge Univ., Press, 1991