Books Related to Math 285A

Math 285A (Stochastic Processes)

Spring 2004

• General
  1. Karlin, S. and Taylor, H.M.: A First Course in Stochastic Processes [QA274 .K37 1975]
• Markov Chains
  1. Norris, J.R.: Markov Chains [QA274.7 .N67 1997]
  2. Häggström, O.: Finite Markov chains and algorithmic applications [QA274.7 .H34 2002]
• Hidden Markov Models
  1. 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]
  2. L. Rabiner, B.-H. Juang: Fundamentals of speech recognition (chapter 6) [TK7895.S65 R33 1993]
  3. I.L. MacDonald and W. Zucchini: Hidden Markov and other models for discrete-valued time series [QA274.7 .M32 1997]
  4. P. Clote, R. Backofen :Computational molecular biology : an introduction (chapter 5) [QH438.4.M3 C565 2000]
  5. R. Durbin, S. Eddy, A Krogh, G. Mitchison: Biological Sequence Analysis: Probabilistic models of proteins and nucleic acids [QU 58 B61525 1998]
  6. R.J. Elliott, L. Aggoun, J.B. Moore: Hidden Markov Models : estimation and control [QA274.7 .E45 1995] (more advanced)
• Martingales