I studied the book, "Probability, Random Variables and Random Signal Principles" by Peyton Peebles. And I am a little bit familiar with statistical analysis like signal estimation and detection.

In this case, of the books below, which book is the most adequate material to study stochastic processes (mainly including Marcov chains, Random walk, and Queuing theory)?

1) A First Course in Stochastic Processes or A Second Course in Stochastic Processes (by Karlin and Taylor)

2) Stochastic Processes (by Ross)

3) Probability and Random Processes (by Geoffrey R. Grimmett, David R. Stirzaker)

Thank you!


I'd recommend going with J.R. Norris' Markov Chains book since it focuses specifically on Markov chains with excellent presentation. There is also some queuing theory in these notes and these notes as well as books like Bertsekas' Data Networks (since you're in engineering). Assumussen's Applied Probability and Queues is also a nice book. Frank Kelly also has some of his stuff online.

The books you've selected are quite general, so I don't think any of them are a good fit for what you're focusing on.


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