Reddit reviews Introduction to Probability Models
We found 3 Reddit comments about Introduction to Probability Models. Here are the top ones, ranked by their Reddit score.
We found 3 Reddit comments about Introduction to Probability Models. Here are the top ones, ranked by their Reddit score.
For undergrad probability, Pitman's book or Ross's two books here and here.
For graduate probability, Billingsley (h/t /u/DCI_John_Luther), Williams or Durrett.
Probability Models by Sheldon Ross: find this book, somehow! It's one of the best probability books I've ever read and has a thorough treatment of Markov Chains as they would relate to anyone in modeling (e.g. econometrics, business, OM, etc.). It's easy to read, a good balance of rigor and conventional explanations, great examples, intuitive, and great problem sets. I highly recommend it.
http://www.amazon.com/Introduction-Probability-Models-Tenth-Edition/dp/0123756863
I think this book by Ross is the standard advanced undergraduate text that gives a nice introduction to the subject. In my school it was the text used for a probability 2 course, and is also pretty well known around actuary circles. Its not a bad read for self study and I think the material is decent. It is expensive, but I see this book everywhere so it shouldn't be difficult for you to find a cheap copy. If anyone has a better introduction, do tell.