These notes are an expanded version of the author's lectures at the graduate workshop "Noncommutative Algebraic Geometry" at the Mathematical Sciences Research Institute in June 2012. The main topics . . . . .
This book is designed as an introduction to the ideas and methods used to
formulate mathematical models of physical processes in terms of random
functions. The rst ve chapters use the historical d . . . . .
These notes grew from an introduction to probability theory taught during
the first and second term of 1994 at Caltech. There was a mixed audience of
undergraduates and graduate students in the firs . . . . .
This book is intended as a beginning text in stochastic processes for stu-
dents familiar with elementary probability calculus. Its aim is to bridge
the gap between basic probability know-how and an . . . . .
Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to p . . . . .