A few recommendations from another beginner on the subject, though my
understanding is far from perfect.
N. Van Kampen, "Stochastic Processes in Physics and Chemistry" --
My favorite for understanding the assumptions that underlie the
mathematics.
A little light on worked examples, and may be hard to find.
C. Gardiner, "Handbook of Stochastic Methods" -- Many worked
examples, a fair-level of mathematical rigor, contains a whole section
on birth-death processes. Excellent reference, but not necessarily easy
to read as an introduction.
(Special Note: The bibliography at the end of this book is excellent.
Whether you want more theory or applications, it will send you to the
right place. The other 2 works cited here were found through Gardiner's
bibliography)
Cox and Miller, "The Theory of Stochastic Processes" -- A classic
work on the subject, combining fairly rigorous mathematics with excellent
insights . May be a bit dated, no specific mention of the Master Equation,
a definite drawback if your interest is birth-death processes.
-- Andrew
Chia C Chong wrote:
>Hello...
>
>I would like to get some recommendations for books on stochastic processes.
>I am still a beginner in this subject, hence something less complex would be
>very helpful.
>
>Furthermore, now I am dealing with some problems which involved some kind of
>"Birth-Death" processes. However, my problem does not fully sastify the
>conventional B-D process i.e. more than 1 arrival & 1 death at a particular
>interval of distance. Hence, I guess I need to look into some extension of
>B-D process (??)....
>
>Thanks in advance.
>
>Regards,
>CCC
>
>
.
.
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