Basic concepts and techniques in the theory of stochastic processes introduction to Markov processes

  • R. Vasudevan
Conference paper
Part of the Lecture Notes in Physics book series (LNP, volume 184)


Point Process Moment Generate Function Probability Generate Function Product Density High Order Correlation Function 


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. 1.
    A. Ramakrishnan, Handbuch der Physik III/2, 413 (Springer-Verlag, 1959).Google Scholar
  2. 2.
    M.S. Bartlett, “An introduction to stochastic processes” Cambridge University Press, (1955).Google Scholar
  3. 3.
    A. Papoulis, “Probability, random variables and stochastic processes” McGraw Hill, New York.Google Scholar
  4. 4.
    Yu.A. Prophorov and Yu.A. Rozanov, “Probability Theory” Springer-Verlag (1969).Google Scholar
  5. 5.
    E. Lukas, “Characteristic functions”, Griffin Monographs No.5, London (1960).Google Scholar
  6. 6.
    S.K. Srinivasan and K.M. Mehta, “Probability and random processes” end Edn. Tata McGraw Hill, New Delhi, (1981).Google Scholar
  7. 7.
    W. Feller, “An introduction to probability theory and applications” Vols. I and II, John Wiley, New York (1972).Google Scholar
  8. 8.
    N.J. Bailey, “The elements of stochastic processes” John Wiley, New York, (1964).Google Scholar
  9. 9.
    D.L. Snyder, “Random point processes”, Wiley Interscience, New York (1975).Google Scholar
  10. 10.
    B. Saleh, “Photoelectron statistics” Springer Series in Optical Sciences, (1978).Google Scholar
  11. 11.
    S.K. Srinivasan, “Stochastic point processes”, Griffin statistical monographs, London (1974).Google Scholar
  12. 12.
    A. Ramakrishnan, Proc. Camb. Phil. Soc. 46, (1950) 595.Google Scholar
  13. 13.
    D.G. Kendall, J. Roy. Stat. Soc. B11 (1949) 230.Google Scholar
  14. 14.
    J. Yuon, “Fluctuations en densite actualites scientifique et industriells” Paris.Google Scholar
  15. 15.
    P.L. Kuznetzov, R.L. Stratanovitch and V.I. Tikhonov, “Nonlinear transformations of stochastic processes” Pergamon press, London (1965) Vol.I.Google Scholar
  16. 16.
    R.L. Stratonovich “Topics in the theory of random noise” Gorden Breach, New York (1963).Google Scholar
  17. 17.
    R. Vasudevan and S.K. Srinivasan, Nuovo Cimento Ser. V 47 (1967) 183.Google Scholar
  18. 18.
    R. Vasudevan and S.K. Srinivasan, Nuovo Cimento Ser. B 8 (1972) 278.Google Scholar
  19. 19.
    A. Ramakrishnan and S.K. Srinivasan, Bull. Math. Biophys. 20 (1958) 288.Google Scholar
  20. 20.
    A. Ramakrishnan and T.K. Radha, Proc. Camb. Phil. Soc. 57 (1961) 843.Google Scholar
  21. 21.
    S.K. Srinivasan, “Stochastic theory and Cascade processes”, Elsivier, New York (1969).Google Scholar
  22. 22a.
    R. Vasudevan, P.R. Vittal and K.V. Parthasarathy (to be published) Matscience Preprint.Google Scholar
  23. 22b.
    Kauffman S.K. and Gyulassy M., J. Phy A (1979) 11 p.p 715Google Scholar
  24. 23.
    A.T. Barucha Reid, “Elements of the theory of Markov processes” McGraw Hill, New York (1960).Google Scholar
  25. 24.
    Nelson Wax, “Selected papers on noise and stochastic processes” Dover, New York (1956).Google Scholar
  26. 25.
    N.V. Prabhu, “Stochastic processes”, John Wiley, New York (1970).Google Scholar
  27. 26.
    N.V. van Kampen, “Stochastic processes in physics and chemistry” North Holland (1981).Google Scholar
  28. 27a.
    D.R. Cox and H.D. Miller, “Theory of stochastic processes” 2nd edn., Metheun, London (1965).Google Scholar
  29. 27b.
    T.E. Harris, “Theory of branching processes”, Springer-Verlag (1963).Google Scholar
  30. 28a.
    S.K. Srinivasan, “Stochastic theory and Cascade processes” Elsivier, New York (1969).Google Scholar
  31. 28b.
    A. Ramakrishnan, “Elementary particles and Cosmic rays” Pergamon (1962).Google Scholar
  32. 28c.
    A. Ramakrishnan and S.K. Srinivasan, “Proc. Ind. Acad. Sci. A 44 (1956) 26.Google Scholar
  33. 28d.
    A. Ramakrishnan and P.M. Mathres, Prog. Theor. Phys. 11 (1954) 95.Google Scholar
  34. 29.
    R.E. Bellman and M. Wing, “Introduction to the theory of invariant imbedding”, Acad. Press (1976).Google Scholar
  35. 30.
    R. Vasudevan, A. Ramakrishnan and S.K. Srinivasan, J. Math. Anal. Appl. 11 (1965) 278.Google Scholar
  36. 31.
    R. Vasudevan and S.K. Srinivasan, “An introduction to the theory of random differential equations” Elsivier, New York (1971).Google Scholar
  37. 32.
    J. Kielson, “Green's function methods in probability theory” Griffin Monograph London (1965).Google Scholar
  38. 33.
    R. Vasudevan and P.R. Vittal, J. Theor. Neurobiology 1 (1982) 219.Google Scholar
  39. 34.
    R. Vasudevan and P.R. Vittal, J. Neurological Research Vol.4 (1982) 1/2, p.63–87.Google Scholar

Copyright information

© Springer-Verlag 1983

Authors and Affiliations

  • R. Vasudevan
    • 1
  1. 1.The Institute of Mathematical SciencesMadrasIndia

Personalised recommendations