DEMAT

 

 DEMAT

Procesos estocasticos

Contenido sugerido 

 

  1. Nociones de probabilidad fundamentales
  2. Cadenas de Markov
  3. Propiedades asintoticas de cadenas de markov
  4. Procesos de Poisson

 

 

 

Sugerencias de Bibliografia

 

  1. Ishwar V. Basawa; B.L.S. Prakasa Rao: Statistical inference for stochastic processes, London: Academic Press, Probability and Mathematical statistics 1980
  2. Bhat, U.Narayan, Gregory K. Miller, Elements Of Applied Stochastic Processes, New York : John Wiley
  3. M. E. Caballero, V. Rivero, G. Uribe, C. Velarde. , Cadenas de Markov. Un enfoque elemental. Aportaciones Matemáticas: Textos # 29, Sociedad Matemática Mexicana, 2004. 
  4. R. Durrett: Essentials of Stochastic Processes. Springer (1999). 
  5. W. Feller: An introduction to probability theory and its applications, Vol. II, 1965.
  6. G. R. Grimett & D.R. Stirzaker. Probability and Random Processes. 2^nd . Ed. Oxford, 1992
  7. P.G. Hoel, Port, S.C. & Stone, Ch. J. Introduction to stochastic processes. Houghton Mifflin, 1972.
  8. D. Kannan. An Introduction to stochastic processes. North Holland, 1979.
  9. S. Karlin & Taylor, H.M. A first course in stochastic processes (Second Edition). Academic Press, 1975.