- Livres/Books
- Initiation aux Probabilités et aux Chaînes de Markov
- Mathematical Principles of Signal Processing
- Markov Chains
- Elements of Queuing Theory
- Signal et Communication
- Signaux Aléatoires
- Introduction to Probabilistic Modeling
- Point Processes and Queues
- A First Course in Probability and Stochastic Processes*
- Stochastic Calculus of Point Processes*
- Fourier Analysis of Stochastic Processes*
- Stochastic Processes (Discrete Event Systems)*
- Le dossier Pythagore
- BD/Cartoons
- Autres/Others
- Liens/Links
- Pierre Brémaud
Livres/BooksAn Introduction to Probabilistic Modeling
An Introduction to Probabilistic Modeling is a basic introduction at the undergraduate level. It is designed for a one-semester course in which the student is exposed to the basic concepts of independence, expectation, convergence in law, and almost-sure convergence, and learns to carry out computations, especially those concerning Gaussian vectors and Poisson processes.
The text is complemented by a large number of exercises, each with a detailed solution. In addition, at the end of each chapter are short exposititons of additional,more advanced topics which illustrate the general theory developed in the text. Among them are Stochastic Processes, Bayesian Decision Theory, and Information Theory.
A familiarity with basic calculus and elementary matric algebra is required; however a knowledge of measure theory is not assumed.
