Books Related to Math 285A
Math 285A (Stochastic Processes)
Spring 2004
- General
- Karlin, S. and Taylor, H.M.: A First Course in Stochastic Processes [QA274 .K37 1975]
- Markov Chains
- Norris, J.R.: Markov Chains [QA274.7 .N67 1997]
- Häggström, O.: Finite Markov chains and algorithmic applications [QA274.7 .H34 2002]
- Hidden Markov Models
- L. Rabiner: A tutorial on Hidden Markov models and selected applications in speech recognition,
[Proceedings of the IEEE, vol. 77, no. 2, 1989, pp. 257-286]
- L. Rabiner, B.-H. Juang: Fundamentals of speech recognition (chapter 6)
[TK7895.S65 R33 1993]
- I.L. MacDonald and W. Zucchini: Hidden Markov and other models for
discrete-valued time series [QA274.7 .M32 1997]
- P. Clote, R. Backofen :Computational molecular biology : an introduction (chapter 5)
[QH438.4.M3 C565 2000]
- R. Durbin, S. Eddy, A Krogh, G. Mitchison: Biological Sequence Analysis: Probabilistic models of proteins and nucleic acids
[QU 58 B61525 1998]
- R.J. Elliott, L. Aggoun, J.B. Moore: Hidden Markov Models : estimation and control
[QA274.7 .E45 1995] (more advanced)
- Martingales
-
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Last updated April 30, 2004