I recommend Karlin's "A First Course in Stochastic Processes." He also has a "Second Course ..." if you are familiar with Measure Theory.
Rich Ulrich <[EMAIL PROTECTED]> writes: > > On Mon, 1 Jul 2002 13:38:00 +0100, "Chia C Chong" > <[EMAIL PROTECTED]> wrote: > > > I would like to know some basic information about Markov process. Could > > someone provide me with some books/references that I can look into?Thanks. > > Use google.com and search for > <"Markov process" tutorial FAQ > > and browse a few of the hits. > > Clicking the 'groups' tab after that search > gets a few hits, mostly for comp.ai . > > Or go to a university's library catalog and > look for titles that start, "Markov processes" or > "Introduction to .... " > > -- > Rich Ulrich, [EMAIL PROTECTED] > http://www.pitt.edu/~wpilib/index.html -- George MacKenzie Multivariate Models R&D SAS . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
