Sean McGee wrote:
> 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?
Sean,
I recommend "Probability, Random Variables and Stochastic Processes," by
Papoulis, very highly. This book provided a strong basis for my
doctoral thesis 33 years ago, yet I still find it useful. ("Probability
and Statistics" by the same author is more superficial without being
substantially easier to read, in my opinion, so be careful not to
confuse the two.)
Charles Metz
.
.
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