Stochastic Processes

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  • Опубліковано 3 лис 2024

КОМЕНТАРІ • 42

  • @mattnapol194
    @mattnapol194 Рік тому +29

    An updated version of this book is used in UCLA's undergraduate stochastic processes class that I took, professor was bad, but the book was good

  • @physicshypernova2083
    @physicshypernova2083 Рік тому +15

    I also took a graduate course on stochastic processes as an elective. It was an interesting but challenging class.

  • @americanhero8606
    @americanhero8606 Рік тому +15

    Do you have plans to cover books on Operations Research? It's an under-appreciated field of applied mathematics, and the textbook Operations Research by Hillier and Lieberman is the most popular introductory text for the topic. Thanks for reading!

  • @peterp79
    @peterp79 Рік тому +4

    Things I'd like to see you cover ...
    - History of randomness in programming.
    - History of Math Filters.
    - The history of the transition between using tables for logs and trig results to calculators.
    - History of "How Math is Taught over the years, in terms of the refinement of math books (pictures and explanations)."

  • @bobwiththebob5
    @bobwiththebob5 Рік тому +6

    Robert Gallager's MIT OCW class/lectures on discrete stochastic processes was lovely, for anyone interested.

    • @danielmrosser
      @danielmrosser Рік тому +3

      Robert Gallager is a legend in the field of error correction coding theory. In his excellent 1970’s textbook entitled Information Theory and Reliable Communications, he describes his novel scheme for attaining extremely efficient error correction (in the sense of approaching the Shannon limit arbitrarily close). Now called low density parity check (LDPC) codes his concept was only theoretical curiosity due to a large computational overhead at the time.

  • @thisiswillis1236
    @thisiswillis1236 Рік тому

    Wow I literally just got this book out from my university library the other day and was looking to see if you had a video on it last week. Now you do! Mathematical statistics, probability theory and stochastic processes is my favourite flavour of mathematics.

  • @danielmrosser
    @danielmrosser Рік тому +5

    Sheldon Ross’ books always delivers on content but can seem a tad terse for the beginner. The subject of Stochastic Processes is no walk in the park even for the mathematically mature. As an alternative I suggest the pedagogical masterpiece written by the late Athanasios Papoulis titled Probability, Random Variables and Stochastic Processes.

    • @Apuryo
      @Apuryo Рік тому +2

      I have this book as well, it covers the same topics as Ross's book and also has some other interesting topics pertaining to electrical engineering like entropy, ergodicity, spectrum estimation etc. I found the book you recommended much better than Ross's book. However, I do believe that its intro probability and statistics section was not that great -> as in I do think that going through Ross's First course in probability then Casella's Inference would be a good build up to Part 2 of Papoulis's book (u can skip part 1 that way)

    • @calderonman10
      @calderonman10 Рік тому +2

      I totally agree with this note about A.Papoulis, he was a great tech-math and pioneer master professor in NY Polytechnic. By the way, I own the "Probability Models " by Sheldon Ross, a great book in a cheap Dover edition. Classical Books like: Karlin-McGregor, Erhan Cinlar, Battachariya, E.Parzen, Box-Jenkins and more theoretical M.Loeve,(and John Doob of course) and W.Feller are of great value too.

  • @mohamadhijazi2072
    @mohamadhijazi2072 Рік тому +5

    Stochastic processes is challenging.

  • @SequinBrain
    @SequinBrain Рік тому

    I'm not sure about this particular book, but generally if I can have some of the back answers provide enough guidance, it gets me through the missing answers. This isn't always the case, since I've found curve balls where some of the even numbered, non-answered questions are from left field. I think they put those in to give teachers options for their classes.

  • @BobbyMack
    @BobbyMack Рік тому +1

    I've got a book from Ross on Probability Models sitting on my desk right now as I clicked on this video from you! His books are dense and fast-paced.

    • @M3GAprincess
      @M3GAprincess Рік тому +1

      I didn't like it, but Probability Models by Ross was a pretty much a foundation stone for my actuarial career. If you're going that route, I recommend "Loss Models" by Klugman, Panjer and Willmot as your next book.

    • @BobbyMack
      @BobbyMack Рік тому +1

      @@M3GAprincess I also used his book to prepare for when I took exam P

    • @M3GAprincess
      @M3GAprincess Рік тому

      @@BobbyMack Good for you. I used mostly Actex to drill the problems for P and FM, both those are sort of speed tests more than comprehension (IMO).

  • @byronwilliams7977
    @byronwilliams7977 Рік тому +5

    I don't understand why they don't include all the answers

  • @franciscodanieldiazgonzale2096

    Probability and statistics, in the most basic terms, are becoming so important in everyday life nowadays that there are advocates in the Educational sphere wondering if a proper introduction to Mathematics after the basics towards entering college should be less Calculus based, and more Statistics and Probability based, as a foundation. So, it someone ever stops taking more Math or going to a different learning path, that person will be better served with at least some notitions in those topics instead on Calculus topics, for the rest of his life. It is an ongoing debate, I was told.

    • @Apuryo
      @Apuryo Рік тому +1

      They actually tried this in California, where students would take introductory statistics instead of algebra 2. I personally do think that statistics is more important than ever, but it isn't more important that calculus for certain people. Let me tell you why: If someone is in a STEM track, then it makes more sense to take calculus in high school, preferably up to vector calculus before going into college. Many of these STEM degrees already require statistics -> for example many math majors take probability, many bio majors take biostats, engineers might take statistical DSP or statistical thermodynamics etc. In many schools, comp sci majors take a statistical inference course to. In that regard, I do think that STEM focused students in high school can neglect taking statistics as they will need to in undergrad anyway. Now to my point about NON STEM majors. If someone is interested in History for example, it will be more useful for them to take statistics/economics than to take calculus. For example if we were to redo the HS syllabus to do 3 years of calculus, maybe the History students would take 1 year of stats, 1 year of micro, 1 year of macro (just an example). Non stem majors taking statistics [and I would like to add economics] would be very beneficial for society in general as the HS diplomas would leave school with a better understanding of the world, a better understanding than if they bullshit their way out of AP Calc AB.

    • @calderonman10
      @calderonman10 Рік тому

      The Ethernal War between Pure and Applied Maths.....

  • @Sorobai
    @Sorobai Рік тому +4

    I never understood the reason of a book of problems without answers to those problems 😅

  • @subodhgautam649
    @subodhgautam649 Рік тому

    There is also.one book by OLIVER C IBE on stochastic and probability models...its a beginner book...

  • @mycry
    @mycry Рік тому +2

    I was thinking about studying stochastic processes over the summer, I was wondering how useful is this type of math for actuarial science as I am in my 2nd year for the degree

    • @Apuryo
      @Apuryo 6 місяців тому

      most of short term models use this. check out SOA exam ASTAM

  • @mudiazacademy327
    @mudiazacademy327 Рік тому +1

    Your book 📕 looks super neat. I marked all my books 📚 with pen 🖊️ I think 🤔 I have to stop doing that.

  • @lesteranderson7817
    @lesteranderson7817 Рік тому

    I was literally going to ask you about books on this topic!

  • @topdog5252
    @topdog5252 Рік тому +2

    Do you have books on the calculus of variations?

  • @ConnorEsposito
    @ConnorEsposito Рік тому

    Hey, what would be a good book/website for someone who wants to work on their math vocabulary to understand what the professors are talking about ?

  • @thefourthbrotherkaramazov245

    Can I ask what you focused on in college? Not formal names for concentrations but in your own eyes, what were you more or less focusing on in mathematics during your undergraduate and graduate studies? Were you interested in and tailoring your degree towards probability theory, mathematical statistics, math modeling, etc?

  • @noblesleem1077
    @noblesleem1077 Рік тому

    I hope you get a camera (possibly via sponsorship) for clearer pictures

  • @Shirgur
    @Shirgur Рік тому +1

    Can you make a video on Dynamical Systems in general, there's so much to it that understanding its purpose is confusing
    Love the content,
    Cheers

  • @jacoboribilik3253
    @jacoboribilik3253 8 місяців тому

    It's a good book for applications but there's no getting your way around stochastic processes if you didn't previously study measure theory.

  • @giuseppepiccolo2792
    @giuseppepiccolo2792 Рік тому

    does anyone have any tips about books on kuhn tucker?

  • @rahulgupta-jw3jv
    @rahulgupta-jw3jv Рік тому

    Looking good book

  • @cosmicpsyops4529
    @cosmicpsyops4529 Рік тому +1

    You're like the Sam Harris of mathematics.

  • @DianaAviso
    @DianaAviso Рік тому

    his best friend goes to my school.

  • @Fallout-pv5lr
    @Fallout-pv5lr Рік тому +1

    We need a smell rating on this one, you sniffed it but didn't give us the verdict

  • @yout872
    @yout872 10 місяців тому

    I just finished it , I think I will fail. It’s so disgusting and i don’t know why it’s important in our field ( actuary)

    • @jacoboribilik3253
      @jacoboribilik3253 8 місяців тому

      Actuaries barely use probability theory. It's all about selling insurance cheaper than the other insurers.

    • @yout872
      @yout872 8 місяців тому

      @@jacoboribilik3253 I still have a year and a half to graduate and yes I failed stochastic process. It’s only course I failed until now

  • @DianaAviso
    @DianaAviso Рік тому

    my boyfriend kissed another girl twice in a row. enter Rod Stewart. she had nice hair that he helped her with. i miss math and 5,000 books