……Rudin，Functional Analysis；Leo Breiman，Probability；Kai Lai Chung，A Course in Probability Theory, Second Edition；Jacques Neveu，Mathematical Foundations of the Calculus of Probability；Erhan Cinlar，《Introduction to Stochastic Processes》；J. L. Doob，Stochastic Processes；I. I. Gihman 和 A. V. Skorohod，The Theory of Stochastic Processes I, II；Donald E. Knuth，The TeX book；Donald E. Knuth，The Art of Computer Programming, Second Edition……
…Rudin, Functional Analysis Leo Breiman, Probability Kai Lai Chung, A Course in Probability Theory, Second Edition Jacques Neveu, Mathematical Foundations of the Calculus of Probability Erhan Cinlar, Introduction to Stochastic Processes J. L. Doob, Stochastic Processes I. I. Gihman and A. V. Skorohod, The Theory of Stochastic Processes I, II Donald E. Knuth, The TeX book Donald E. Knuth, The Art of Computer Programming, Second Edition…
……真正起作用的地方。”Keilson 虽然觉得“gnat's ass（小题大做）”这种糙话有点冒犯，但他喜欢其中的数学，并认可了我为美国海军做的研究。那个问题和答案值得铭记在心。更多内容可以参考比如 Erhan Çinlar 的《随机过程引论》（Introduction to Stochastic Processes, ISBN 0-13-498089-1, Prentice-Hall, Englewood Cliffs, NJ, 1975）。关于为什么到达时间服从指数分布以及为什么会产生 Poisson 过程，Çinlar 给出了一套简洁、直观又实用的公理化……
…the action is.". Keilson was offended by "gnat's ass" but liked the math and approved my work for the US Navy. That question and answer are good to keep in mind. There is more in, say, Erhan Çinlar, Introduction to Stochastic Processes, ISBN 0-13-498089-1, Prentice-Hall, Englewood Cliffs, NJ, 1975. For why the arrival times have exponential distribution and why we get a Poisson process, Çinlar has a nice simple, intuitive, useful axiomatic…
…standard work in such Markov processes to say how fast the concentrations reach the 'absorbing' states of 0% or 100%. The literature on Markov processes is enormous. For a start, consider: Erhan Çinlar, 'Introduction to Stochastic Processes', ISBN 0-13-498089-1, Prentice-Hall, Englewood Cliffs, NJ, 1975.
……是平稳且独立的，那么到达间隔时间就是独立的，并且服从相同的指数分布。Erhan Cinlar 的《随机过程引论》（Introduction to Stochastic Processes, ISBN 0-13-498089-1, Prentice-Hall）中关于 Poisson 过程一章的前半部分有很好的细节。Downey 的书非常强调分布（如 Weibull 分布）和描述性统计（如偏度）。因此言下之意就是，给定一些数据，我们应该尝试……
…are stationary and independent, then the inter-arrival times are independent and have the same exponential distribution. Good details are early in the chapter on Poisson processes in Erhan Cinlar, 'Introduction to Stochastic Processes', ISBN 0-13-498089-1, Prentice-Hall. Downey's book places a lot of emphasis on distributions, e.g., Weibull, and descriptions, e.g., skewness. So an implication is, given some data, we should try to…
……或者声学信号与噪声。人们通常关心的是功率谱估计、数字滤波，也许还有维纳滤波、快速傅里叶变换等等，或者（2）比如 Cinlar 的《Introduction to Stochastic Processes》里的内容。在 Cinlar 的书里，针对连续时间情形，可以很好地入门泊松过程（最普通的到达过程，比如盖革计数器的咔哒声、网站上的新会话，还有很多很多）。……
…or acoustical signals and noise. There are commonly interested in power spectral estimation, digital filtering, maybe Wiener filtering, the fast Fourier transform, etc. or (2) what is in, say, Cinlar, Introduction to Stochastic Processes. In Cinlar, for the continuous time case, get a good introduction to the Poisson process (the vanilla arrival process, e.g., like clicks at a Geiger counter, new sessions at a Web site, and much more).…
……Rudin，Functional Analysis；Leo Breiman，Probability；Kai Lai Chung，A Course in Probability Theory, Second Edition；Jacques Neveu，Mathematical Foundations of the Calculus of Probability；Erhan Cinlar，《Introduction to Stochastic Processes》；J. L. Doob，Stochastic Processes；I. I. Gihman 和 A. V. Skorohod，The Theory of Stochastic Processes I, II；Donald E. Knuth，The TeX book；Donald E. Knuth，The Art of Computer Programming, Second Edition……
…Rudin, Functional Analysis Leo Breiman, Probability Kai Lai Chung, A Course in Probability Theory, Second Edition Jacques Neveu, Mathematical Foundations of the Calculus of Probability Erhan Cinlar, Introduction to Stochastic Processes J. L. Doob, Stochastic Processes I. I. Gihman and A. V. Skorohod, The Theory of Stochastic Processes I, II Donald E. Knuth, The TeX book Donald E. Knuth, The Art of Computer Programming, Second Edition…
……真正起作用的地方。”Keilson 虽然觉得“gnat's ass（小题大做）”这种糙话有点冒犯，但他喜欢其中的数学，并认可了我为美国海军做的研究。那个问题和答案值得铭记在心。更多内容可以参考比如 Erhan Çinlar 的《随机过程引论》（Introduction to Stochastic Processes, ISBN 0-13-498089-1, Prentice-Hall, Englewood Cliffs, NJ, 1975）。关于为什么到达时间服从指数分布以及为什么会产生 Poisson 过程，Çinlar 给出了一套简洁、直观又实用的公理化……
…the action is.". Keilson was offended by "gnat's ass" but liked the math and approved my work for the US Navy. That question and answer are good to keep in mind. There is more in, say, Erhan Çinlar, Introduction to Stochastic Processes, ISBN 0-13-498089-1, Prentice-Hall, Englewood Cliffs, NJ, 1975. For why the arrival times have exponential distribution and why we get a Poisson process, Çinlar has a nice simple, intuitive, useful axiomatic…
……关于这类 Markov 过程的经典研究，足以说明浓度以多快的速度达到 0% 或 100% 的“吸收”态（absorbing states）。关于 Markov 过程的文献汗牛充栋。作为起步，可以参考：Erhan Çinlar 的《随机过程引论》（Introduction to Stochastic Processes, ISBN 0-13-498089-1, Prentice-Hall, Englewood Cliffs, NJ, 1975）。
…standard work in such Markov processes to say how fast the concentrations reach the 'absorbing' states of 0% or 100%. The literature on Markov processes is enormous. For a start, consider: Erhan Çinlar, 'Introduction to Stochastic Processes', ISBN 0-13-498089-1, Prentice-Hall, Englewood Cliffs, NJ, 1975.
我现在读得正起劲的是 Erhan Cinlar 的《Introduction to Stochastic Processes》。
The one I'm enjoying right now is Introduction to Stochastic Processes by Erhan Cinlar.
……是平稳且独立的，那么到达间隔时间就是独立的，并且服从相同的指数分布。Erhan Cinlar 的《随机过程引论》（Introduction to Stochastic Processes, ISBN 0-13-498089-1, Prentice-Hall）中关于 Poisson 过程一章的前半部分有很好的细节。Downey 的书非常强调分布（如 Weibull 分布）和描述性统计（如偏度）。因此言下之意就是，给定一些数据，我们应该尝试……
…are stationary and independent, then the inter-arrival times are independent and have the same exponential distribution. Good details are early in the chapter on Poisson processes in Erhan Cinlar, 'Introduction to Stochastic Processes', ISBN 0-13-498089-1, Prentice-Hall. Downey's book places a lot of emphasis on distributions, e.g., Weibull, and descriptions, e.g., skewness. So an implication is, given some data, we should try to…
……或者声学信号与噪声。人们通常关心的是功率谱估计、数字滤波，也许还有维纳滤波、快速傅里叶变换等等，或者（2）比如 Cinlar 的《Introduction to Stochastic Processes》里的内容。在 Cinlar 的书里，针对连续时间情形，可以很好地入门泊松过程（最普通的到达过程，比如盖革计数器的咔哒声、网站上的新会话，还有很多很多）。……
…or acoustical signals and noise. There are commonly interested in power spectral estimation, digital filtering, maybe Wiener filtering, the fast Fourier transform, etc. or (2) what is in, say, Cinlar, Introduction to Stochastic Processes. In Cinlar, for the continuous time case, get a good introduction to the Poisson process (the vanilla arrival process, e.g., like clicks at a Geiger counter, new sessions at a Web site, and much more).…