PROBABILITY, STATISTICS AND STOCHASTIC PROCESSES

This book is divided into three parts; Part I Probability, Part |I Statistics and Part III Stochastic processes. The discussion ranges from basic concepts such as conditional probability and independence to more advanced concepts such as limit theorems and stochastic processes. Some research topics such as the rapid mixing property of reversible Markov chains are also discussed. In this way, the reader can successfully build a bridge from these basic statistical ideas to more advanced appli-cations and research topics.