TECHTEAM SHUT THE WINDOWS OF THE PAST

Friday, September 19, 2008

Probability, Stochastic Process, Queueing Theory, etc.

Statistics Books

Financial Mathematics Books

1. Introduction to Probability ©1997, updated 2006 (Charles M. Grinstead/J. Laurie Snell) 518 pages

2. An Exploration of Random Processes for Engineers ©2006 (Bruce Hajek)

3. Markov Chains and Stochastic Stability ©2005 (S.P. Meyn and R.L. Tweedie) 568 pages

4. Probability Theory: The Logic of Science ©2003 (E. T. Jaynes, G. Bretthorst) 758 pages [Mirror] [Home]

5. Introduction to Queueing Theory ©1981 (Robert B. Cooper) 347 pages [Home]

6. Probability Theory With Applications in Science and Engineering ©1974 (E. T. Jaynes)

7. Reversibility and Stochastic Networks ©1979 (F.P. Kelly) 238 pages

8. An Introduction to Stochastic Differential Equations (Lawrence Craig Evans)

9. Stochastic Calculus and Stochastic Filtering ©2008 (Alan Bain)

10. Stochastic Calculus and Finance ©1997 (Steven E. Shreve) 384 pages

11. Optimization of Business Processes: An Introduction to Applied Stochastic Modeling ©1998-2008 (Ger Koole)

12. Probabilistic Design ©2001 (John Browne)

13. Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (Floyd B. Hanson)

14. Queueing Theory ©2002 (Ivo Adan, Jacques Resing) 180 pages

Operations Research and Optimization Books

Computer and Communication Networks Books

15.Applied Probability ©2007 (Tina Kapur, Rajeev Surati)

16.A Short Introduction to Queueing Theory (Andreas Willig)

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