Applied Probability: From Random Sequences to Stochastic Processes

This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied shastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced shastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, inf...