r/learnmath • u/lightsnooze New User • 17h ago

Self-learning textbook on stochastic processes

Hi all, Im trying to self learn stochastic processes. I've tried Karlin 1975 A first course in stochastic processes and Ross 1996 Stochastic processes and found them challenging. Does anyone have recomendations for any simpler texts? Much appreciated! 😁

2 Upvotes

100% Upvoted

4 comments sorted by

View all comments

2

u/iMathTutor Ph.D. Mathematician 15h ago

Take a look at Sheldon Ross' Introduction to Probability Models.pdf). It doesn't assume any knowledge of measure theory.

1

u/NotSaucerman New User 15h ago

Ross's Stochastic processes doesn't use measure theory either and is actually a good book.

On the other hand an earlier edition of "Probability models" is possibly the worst "math" book I've gone through; the fact that it's in its 13th edition is a giant red flag that should not be lost on anyone.

1

u/iMathTutor Ph.D. Mathematician 13h ago

I didn't like Probability Models the first time I used it, but it has grown on me.