UsefulLinks
1. Foundations of Probability Theory
2. Introduction to Stochastic Processes
3. Discrete-Time Markov Chains
4. Poisson Processes
5. Continuous-Time Markov Chains
6. Renewal Theory
7. Martingales
8. Brownian Motion
9. Stochastic Calculus
10. Stationary Processes
11. Applications in Queueing Theory
12. Applications in Finance
13. Applications in Biology and Population Dynamics
14. Applications in Physics and Engineering
  1. Statistics

Stochastic Processes

1. Foundations of Probability Theory
2. Introduction to Stochastic Processes
3. Discrete-Time Markov Chains
4. Poisson Processes
5. Continuous-Time Markov Chains
6. Renewal Theory
7. Martingales
8. Brownian Motion
9. Stochastic Calculus
10. Stationary Processes
11. Applications in Queueing Theory
12. Applications in Finance
13. Applications in Biology and Population Dynamics
14. Applications in Physics and Engineering
14.
Applications in Physics and Engineering
14.1.
Signal Processing
14.1.1.
Random Signals
14.1.2.
Noise Models
14.1.3.
Filtering Theory
14.1.4.
Spectral Estimation
14.2.
Reliability Theory
14.2.1.
Failure Time Models
14.2.2.
Hazard Functions
14.2.3.
Maintenance Models
14.3.
Communication Systems
14.3.1.
Channel Models
14.3.2.
Error Correction
14.3.3.
Information Theory Connections
14.4.
Control Theory
14.4.1.
Stochastic Control
14.4.2.
Linear Quadratic Gaussian Control
14.4.3.
Optimal Stopping

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13. Applications in Biology and Population Dynamics

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1. Foundations of Probability Theory

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