This scratch course on stochastic processes covers significantly more material than usually found in traditional books or classes. The approach is original: I introduce a new yet intuitive type of random structure called perturbed lattice or Poisson-binomial process, as the gateway to all the stochastic processes. Such models have started to gain considerable momentum recently, especially in sensor data, cellular networks, chemistry, physics and engineering applications. I present state-of-the-art material in simple words, in a compact style, including new research developments and open problems. I focus on the methodology and principles, providing the reader with solid foundations and numerous resources: theory, applications, illustrations, statistical inference, references, glossary, educational spreadsheet, source code, stochastic simulations, original exercises, videos and more. See extracts from the book, here.
You can purchase the textbook on MLtechniques.com.
The above picture is from one of the videos (data animations) in the textbook.
This folder contains the introduction, table of content, bibliography, index, list of figures, and list of exercises. Source code, videos, Excel spreadsheets, data sets are, and figures from the book, are in the following folders:
Detailed description of the code, data sets, Excel spreadsheets and videos (including how to produce them) are in the textbook. See section Source Code, Data Sets, Videos, Excel Spreadsheets in the textbook, and in other relevant sections where the material is discussed.