Introduction to Stochastic Models
by Roe Goodman.
Code For Various Problems:
This book is a nice introduction to
stochastic processes aimed at the undergraduate level. It is
particularly useful for extension topics for standard probability courses.
The problems are interesting and enjoyable. Below you will find some of
the problems I have had time to write up.
Chapter 2 (Probability)
Chapter 4 (Joint Distributions of Random Variables)
Chapter 5 (Conditional Expectations)
Chapter 6 (Markov Chains)
Chapter 8 (Continuous-Time Stochastic Processes)
Chapter 9 (Birth and Death Processes)
Chapter 10 (Steady-State Probabilities)
Chapter 11 (General Queuing Systems)
Chapter 12 (Renewal Processes)
Last modified: Thu May 17 14:18:57 EDT 2007