随机过程

学习材料

参考书

英文

1. [1]
   H. Pishro-Nik, Introduction to Probability, Statistics, and Random Processes. Kappa Research LLC, 2014. Accessed: Oct. 09, 2026. [Online]. Available: https://probabilitycourse.com/
   免费资源：

   • Online textbook (CC-BY-NC-ND-3.0)
2. [2]
   R. Durrett, Probability: Theory and Examples, 5th ed. 2019. Accessed: Oct. 08, 2026. [PDF]. Available: https://sites.math.duke.edu/~rtd/PTE/pte.html
   免费资源：

   • Author PDF (5e)
3. [3]
   R. G. Gallager, Stochastic Processes: Theory for Applications, 1st ed. Cambridge: Cambridge University Press, 2013. Accessed: Oct. 09, 2026. [Hardback]. Available: https://mitpressbookstore.mit.edu/book/9781107039759
   免费资源：

   • MIT OCW draft (PDF)
4. [4]
   V. G. Kulkarni, Introduction to Modeling and Analysis of Stochastic Systems, 2nd ed. in Springer Texts in Statistics. New York, NY: Springer, 2010. doi: 10.1007/978-1-4419-1772-0.
   其它链接：

   • Supplementary Material
5. [5]
   I. Adan and J. Resing, Queueing Systems. 2015. Accessed: Oct. 09, 2026. [Lecture notes (PDF)]. Available: https://iadan.win.tue.nl/queueing.pdf
   机构：

   • Technische Universiteit Eindhoven