Probability Redux: Stochastic Processes

  • Larry Wasserman
Part of the Springer Texts in Statistics book series (STS)


Most of this book has focused on IID sequences of random variables. Now we consider sequences of dependent random variables. For example, daily temperatures will form a sequence of time-ordered random variables and clearly the temperature on one day is not independent of the temperature on the previous day.


Markov Chain Stationary Distribution Poisson Process Transition Matrix Markov Chain Monte Carlo Method 
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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Larry Wasserman
    • 1
  1. 1.Department of StatisticsCarnegie Mellon UniversityPittsburghUSA

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