“Introduction to Stochastic Dynamic Programming”介绍了 随机动态规划的理论、应用、方法论等一系列。本书由学术泰斗 Sheldon Ross 编写，是学习 随机动态规划的极佳教材。 另外，本书的扫描质量很高，已经经过 OCR， 支持文本搜索

A Second Course in Stochastic Processes

A+First+Course+in+Stochastic+Processes.A good book for someone who want to study stochastic processes.

教材stochastic geometry for wireless networks MARTIN HAENGGI

这是同作者的初级教程的继续——高级教程。用的人可能比较少，好不容易下下来。

关于随机数的电子书，最新版本，经典著作，适合工学理学等领域

Product Description: Meyn & Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Mar

Graduate Texts in Mathematics loannis Karatzas Steven E. Shreve Brownian Motion and Stochastic Calculus Second Edition

Stochastic Process(Stanford 2008)

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 and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.