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Stochastic Processes and Probability Theory

Intro Page
Data Analysis-Data Mining
Mathematical Statistics
Statistical Theory
Stochastic Processes and Probability Theory
Linear Regression Analysis and Analysis of Variance
GLM's and Applied Statistical Methodology
Multivariate Statistics
Bayesian Statistics
Non-Parametric Statistics
Computational Statistics, Simulation
Time Series Analysis
Statistical Qualit y Control
Robust Statistics
Longitudinal Data Analysis
Medical Statistics
Statistics of the Environment/ Ecology
Social Statistics
Statistical PACKAGES
Statistical Applets and Calculators

Stochastic Processess


Probability, Random Processes and Ergodic Properties by Robert M. Gray -217 pages-

Combinatorial Stochastic Processes by J. Pitman -256 pages-

Almost None of the Theory of Stochastic Processes: A Course on Random Processes, for Students of Measure-Theoretic Probability, with a View to Applications in Dynamics and Statistics by Cosma Rohilla Shalizi and Aryeh Kontorovich -347 pages-

Probability and Stochastic Processes with Applications by Oliver Knill -253 pages-

Stochastic Processes: Learning the Language by By A.Cairnsa, D.Dicksonb, A.Macdonalda, H.Watersa & M.Willdera -37 pages-

Introduction to Probability Models by Eric S. Key (on-line lecture notes) -Random Sums,Brownian Motion, Arbitrage-

Introductory Lectures on Markov Chains Theory ans Stochastic Processes by Michael Zazanis -159 pages in Greek-

Stochastic Calculus by Alan Bain -100 pages-

Stochastic Models in Risk Theory by Michael Zazanis -Discrete and Continuous distributions, Applications in Insurance -38 pages-

Stochastic Calculus by Nathanael Berestycki -Brownian Motion,The Stochastic Integral, Stochastic Differential Equations -84 pages-

Lecture notes on Stochastic Analysis by Thomas G. Kurtz -119 pages-

Introduction to the Theory of Markov Processes by Grigorios A. Pavliotis -34 pages-

Website for Perfectly Random Sampling with Markov Chains

Probability Theory


Introduction to Probability by C. Grinstead & J. Snell -520 pages-

Introduction to Probability, by Dimitri P. Bertsekas and John N. Tsitsiklis -79 pages-

Lecture notes on Probability and Statistics by Stefan Waner -49 pages-

Probability Theory with Applications in Science and Engineering, by E.Janes -446 pages-

Introduction to Probability for Electrical Engineering, by P.Suksompong -139 pages-

Lecture notes on Probability Theory by Don McLeish -101 pages-

Lecture Notes on Stochastic Processes in Biostatistics: Applications to Infectious Diseases, by I. Longini & M. Hudgens -89 pages-

Introduction to Probability by Nathanaael Berestycki -21 pages-

Introduction to Probability Theory by Mark Paskin -30 pages-

Elements of Probability Theory by Grigorios A. Pavliotis -28 pages-

Notes on Elementary Martingale Theory by John B. Walsh -44 pages-

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List of Statistical Topics

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