Objetivo

Metodología

• Clase magistral por parte del profesor.
• Exposiciones por parte de los estudiantes. 
• Proyecto fFinal  (Java Applet)
• Evaluaciones escritas periódicas. 

Contenido

Lista de exposiciones

Bibliografía

• Probability, Random Processes and Estimation Theory for Engienners. Henry Stark and John W, Woods, Prentice Hall, 1994.

• Introduction to Probability,  J. Laurie Snell, American Mathematical Society, 1995. http://www.dartmouth.edu/~chance/JLSnell.html

• Stochastic Processes Notes, Joe Chang, Yale, 
• 
  http://pantheon.yale.edu/~jtc5/251/ 
   
• Stochastic Models and Probabilistic Algorithms Lecture Notes, Vera Kettnaker, RPI 
• 
  http://www.cs.rpi.edu/~kettnv/smpa/
   
• Applied Probability and Stochastic Processes, Wlodzimierz Bryc, University of Cincinnati
• 
  http://math.uc.edu/~brycw/probab/books/applprob/applprob.htm 
   
• Procesos Estocásticos. Luis G. Moreno; Publicaciones Dpto de Mat. y Est. Universidad Nacional-Bogotá; 1995.

• Probability, Random Variables and Stocahstic Processes, Athanasious Papoulis, MacGraw-Hill, 1991.

• Probability and Random Processes. G.R. Grimmett and D.R. Stirzaker, Oxford, 1998.

• Introduction to the Theory of Random Processes. I.I. Gikhman and A.V. Skorohod, Dover, 1996.

• Lectures on Contemporary Probability. G.F. Lawler and L.N. Coyle, American Mathematical Society, 1999.

• Random Processes: A Mathematical Approach for Engineers. Robert M. Gay and Lee D. Davisson, Prentice Hall. 

• Stochastic Processes in Information and Dynamical Systems. Eugene Wong, MacGraw-Hill.

• Essentials of Stochastic Processes. Rick Durrett, Springer Verlag.1999.

• Introduction to Stochastic Processes. Gregory F. Lawler, Chapman Hall, 1995.

• Probability and Algorithms National Academy Press, 1992.
• 
  http://books.nap.edu/books/0309047765/html/index.html 
   
• Randomized Algorithms. Rajeev Motwani and Prabhakar Raghavan . Cambridge University Press 1997.
• 
  http://www.cup.org/Reviews&blurbs/RanAlg/RanAlg.html 
   
• Microsoft Research Decision Theory & Adaptive Systems Grouphttp://www.research.microsoft.com/dtas/ this group change its name to Microsoft Research Adaptive Systems and Interaction Group http://www.research.microsoft.com/adapt/

• Probability Tutorials, Tutorials,  Definitions and   History, http://www.probability.net/

• THE PROBABILITY WEB, http://www.maths.uq.edu.au/~pkp/probweb/probweb.html

• Virtual Laboratories in Probability and Statistics, University of Alabama in Huntsville. http://www.math.uah.edu/stat/
• 
   
• Introduction to Probability, Finite Mathematics Chance Project, J. Laurie Snell, Darmouth College. http://www.dartmouth.edu/~chance/JLSnell.html
• 
   
• Stochastic Processes
• 
   Lecture Notes 
  Robert L Wolpert 
  http://www.mrs.umn.edu/~sungurea/introstat/links3610.html 
   
• Stochastic and Random Processes 1998-99
• 
  Russell Gerrard, City Universoty London 
  http://www.staff.city.ac.uk/r.j.gerrard/courses 
   
• EECS 126 - Probability and Random Processes - J. Walrand
• 
  http://robotics.eecs.berkeley.edu/~wlr/126/Outline01.htm 
• EECS 226A - Random Processes in Systems, David Tse
• 
  UC Berkeley 
  http://robotics.eecs.berkeley.edu/~mayi/EECS226.html 
   
• Probability Theory and Stocahstic processes
• 
  Ralted links 
  cwisdb.cc.kuleuven.ac.be/ 
   
• Probability and Statistics 
• 
  This site contains many problems related with probability and statistics 
  http://www.seanet.com/~ksbrown/iprobabi.htm 
   
• Filtering of Stochastic Processes
• 
  http://www.eas.asu.edu/~morrell/581spring97/581.html 
   
• Graphical Aids for Stochastic Processes
• 
  interactive tutorial in the theory of stochastic processes by Bob Fisch and David Griffeath. 
  http://psoup.math.wisc.edu/gasp.html 
   
• Probability, Statitistics and Stochatsic Processes Java Applets
• 
  http://www.stat.duke.edu/sites/java.html 
   
• Math Forum Java Applets
• 
  http://www.math.rutgers.edu/~sontag/ODE/java-math.html 
   
• On-Line Stochastic Processes in Data Compression (1996)
• 
  citeseer

APPLICATIONS 

• Queuing Systems
• 
  These lecture notes are currently being expanded into a book format. This book, An Introduction to Queuing Systems, will be available from Kluwer Academic/Plenum Publishers in the Spring of 2002 
  http://home.iitk.ac.in/~skb/ee679/ee679.html 
   
• Queuing Systems
• 
  http://www.seas.upenn.edu:8080/~tcom501/On-line_Book/Queueing_Systems/queueing_systems.html 
   
• Myron Hlynka's Queueing Theory Page
• 
  http://www2.uwindsor.ca/~hlynka/queue.html 
   
• The Java Queue Tutorial
• 
  http://www.cs.usask.ca/research/research_groups/aries/projects/applets/tutorials/stacknqueue/queues/java/index.shtml 
   
• Notes on Queuing Theory
• 
  http://williams.comp.ncat.edu/queueing.htm 
   
• OR-Notes, J E Beasley
• 
  http://mscmga.ms.ic.ac.uk/jeb/or/queue.html 
   
• Queuing Models
• 
  http://www.uni-koblenz.de/~kgt/Learn/Textbook/node43.html 
   
• Optimization Theory and Stochastic Processes, F Avram, Heriot-Watt University, Edinburgh UK. http://www.ma.hw.ac.uk/~florin

• Stochastic Processes and Neural Networks, Peter Baeumle-Courth http://cs.baeumle.com/spnn/
• 
   
• Stochastic Decision Processes: Theory, Computation, and Empirical Applications
• 
  John Rust, Yale University 
  http://gemini.econ.yale.edu/jrust/sdp.html