An excellent course on stochastic processes from Technical University of Denmark is here.
Lecture 12 explains Hidden Markov Models.
A lot of work is done to build the foundations of DTMC and CTMC (discrete- and continuous- time Markov chains).
Another great book on stochastic processes with lots of example applications (e.g. from physics and electrical engineering) is by Emmanuel Parzen at Texas A&M University.
A particularly interesting anecdote from the book is how Einstein's equation involving the Wiener process was used to deduce the Avogadro number from Brownian motion experiments. The Avogadro number is the number of particles (atoms or molecules) in on mole of a substance.
Knuth Volume 2 (Seminumerical Algorithms) describes the basic stochastic simulation techniques.
Vol2 also contains an unusually deep analysis of Euclid's algorithm to compute gcd(one of the oldest known algorithms) and prime factorisation.
Lecture 12 explains Hidden Markov Models.
A lot of work is done to build the foundations of DTMC and CTMC (discrete- and continuous- time Markov chains).
Another great book on stochastic processes with lots of example applications (e.g. from physics and electrical engineering) is by Emmanuel Parzen at Texas A&M University.
A particularly interesting anecdote from the book is how Einstein's equation involving the Wiener process was used to deduce the Avogadro number from Brownian motion experiments. The Avogadro number is the number of particles (atoms or molecules) in on mole of a substance.
Knuth Volume 2 (Seminumerical Algorithms) describes the basic stochastic simulation techniques.
Vol2 also contains an unusually deep analysis of Euclid's algorithm to compute gcd(one of the oldest known algorithms) and prime factorisation.
No comments:
Post a Comment