TY  - BOOK
AU  - Collet, Jean-François
TI  - Discrete stochastic processes and applications
T2  - Universitext,
SN  - 9783319740171
U1  - 519.216 
PY  - 2018///
CY  - Cham, Switzerland : 
PB  - Springer
KW  - Stochastic processes
KW  - Markov processes
KW  - Brownian motion
KW  - Perron-Frobenius theorem
KW  - Poisson process
KW  - Information theory
KW  - Probability information theory
KW  - Coding theory
KW  - Population dynamics
N1  - Includes bibliographical references and index
N2  - This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy
UR  - https://link.springer.com/content/pdf/bfm:978-3-319-74018-8/1
UR  - https://www.goodreads.com/book/show/43385000-discrete-stochastic-processes-and-applications#CommunityReviews
ER  -