Tell me more ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.
up vote 1 down vote favorite

Ross, S.M. has written some books on stochastic processes:

  1. Introduction to Probability Models (Side question: does "probability models" always mean stochastic processes?)
  2. Stochastic Processes

Karlin, S. has also written some books on stochastic processes:

  1. A First/Second Course in Stochastic Processes
  2. An Introduction to Stochastic Modeling ( A side question: Is "stochastic modeling" always about stochastic processes?)

Can someone comment on these books?

Has some of books become outdated and replaced by the other?

Which one is better? My criterion are well-organized and comprehensive.

Thanks!

share|improve this question
1  
What do you mean "better"? This is rather subjective and hard to answer, especially since you haven't given a clear picture of what you're looking for from a textbook. – Alex Becker Apr 28 '11 at 4:38
1  
Then both are, with respect to their respective aims. (Which is a way of repeating Alex's point.) – Did Apr 28 '11 at 6:37
2  
Sorry Ethan but what are your aims? – Did Apr 28 '11 at 8:21
@Didier: Mine are to learn things that are well-organized, comprehensive and with sufficient depth. I don't have access to most of the books, and it is hard for me to know which one to choose based on what kind of need. So I would like to hear all your thoughts. – Ethan Apr 28 '11 at 8:26
4  
In its current form, this question I think is too localised (only useful to you) and very, very subjective (see Alex and Didier's comment). I don't think the question is appropriate on this website unless you rewrite it in a way that is objectively answerable (by giving more specific criterion, or giving more details about your level of sophistication). But that's just my opinion. To prevent a large comment thread, please bring discussions of the appropriateness of this question to this meta thread. – Willie Wong♦ Apr 28 '11 at 9:14
show 2 more comments

closed as too localized by Qiaochu Yuan Jun 1 '11 at 15:05

This question is unlikely to help any future visitors; it is only relevant to a small geographic area, a specific moment in time, or an extraordinarily narrow situation that is not generally applicable to the worldwide audience of the internet. For help making this question more broadly applicable, see the FAQ.