吉布斯采样matlab代码随机系统仿真方法 通过使用Matlab编程可以完成八个项目。 1.第一个项目的主题是概率概念和数据表示。 2.第二个项目的主题是自举置信区间和accetp-reject抽样。 3.第三个项目的主题是不同分布下的统计测试。 4.第四个项目的主题是蒙特卡洛模拟和经验分布函数。 5.第五个项目的主题是非均匀泊松过程和离散事件。 6.第六个项目的主题是alpha稳定分布和Chambers-Mallows-Stuck方法。 7.第七个项目的主题是贝叶斯迭代学习过程，期望最大化算法，多元高斯分布和K-means聚类方法。 8，第八个项目的主题是MCMC，吉布斯采样，模拟退火和Schwefel函数。 计算机网络概论 1. Unix套接字编程是通过在Ubuntu环境中使用C语言完成的。 2，该项目实现了计算卸载模型，其中单个客户端将一些计算卸载到边缘服务器，然后边缘服务器将负载分配到2个后端服务器上。 然后，面向客户端的服务器从后端收集结果，并将结果以所需的格式传达给客户端。 未经我的许可，请勿使用或分发代码。

The book is designed for a two-course sequence in stochastic models. The first six chapters can form the first course, and the last four chapters, the second course. The book uses a large number of examples to illustrate the concepts as well as computational tools and typical applications. Each chapter also has a large number of exercises collected at the end.

Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.

SDETools：Matlab工具箱，用于随机微分方程的数值解

The fourth edition of "Probability, Random Variables and Stochastic Processes" has been updated significantly from the previous edition, and it now includes co-author S. Unnikrishna Pillai of Polytechnic University. The book is intended for a senior/graduate level course in probability and is aimed at students in electrical engineering, math, and physics departments. The authors' approach is to develop the subject of probability theory and stochastic processes as a deductive discipline and to illustrate the theory with basic applications of engineering interest.

Stochastic Models Estimation and Control 1,2,3卷，高清PDF，文字可选，是时候收藏一波了

S. R. Pliska, A stochastic calculus model of continuous trading: Optimal portfolios optimiza- tion, Math. Oper. Res., 11(1986), pp. 371-384.

本书描述了一般状态空间马尔可夫链的现代理论，并将其应用于运筹学，时间序列分析以及系统和控制理论。

随机过程和滤波理论 作者：Andrew H

Adventures in Stochastic Processes (Sidney Resnick)英文原版 随机过程经典读物