Thanks Andrew for the recommendation! CCC
"Andrew Morse" <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > > 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 > > > > > . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
