On 13 Jun 2002, Sean McGee wrote: > Hello. > I have just completed my undergrad studies in astrophysics. I am soon going > to pursue a PhD. in particle physics. > I am interested in learning something about Stochastic processes and > Mathematical probability in general. Could anyone direct me to a specific > book that you have found useful if there is such a book?
With your background in astrophysics, you will find this classic book of great interest: Main Author: Wax, Nelson. Title: Selected papers on noise and stochastic processes. Publisher: New York, Dover Publications [1954] ISBN: 0486602621 It includes a classic "Reviews of Modern Physics" article by Chandrasekhar on stochastic processes in astrophysics. A thought-provoking alternative to the various standard texts produced by mathematicians is R. W. Hamming, 1993: The Art of Probability for Scientists and Engineers. Addison-Wesley. Finally, more physics-oriented books include N. G. Van Kampen, C. W. Gardiner, and a very new one, just published last month, by D. Lemons. The book by A. Papoulis is widely used in engineering. I have been told that E. Cinlar's book is a good introduction to stochastic processes. Sheldon Ross has written a number of solid intro texts in probability related areas. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
