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