This book is an outgrowth of lectures in Mathematics 240, "Applied Stochastic Processes," which I have taught a number of times at Duke University. The majority of the students in the course are graduate students from departments other than mathem a
simulation for random processes using matlab, including histogram of cumulative probability function, conditional probability, random walk process and damped walk process
D. J. C. MacKay. Introduction to Gaussian processes. In C. M. Bishop, editor, Neural Networks and Machine Learning, volume 168 of NATO ASI Series, pages 133-165. Springer, Berlin, 1998.
Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer scien
