

Very good, very detailed

Excellent resource for network queueing theory

*Excellent* stats book for behavioral researchersUntill Prof. Lattin releases his statistical analysis book for behavioral students, Ott's book is the #1 stat resource on my bookshelf.


nice graduate level text covering both time and frequency doToday there are a lot more books to choose from. You can check my listmania list on time series books to get an idea. I particularly like Brockwell and Davis' book as a competitor to Fuller for a graduate level time series seminar.


A great self-paced text

An excellent introduction to Stochastic IntegrationThe arguments are presented carefuly, for example all of the necesary conditions being checked explicitly in places where important theorems are to be applied, and there are none of the annoying statements which plague books on Stochastic Calculus along the lines "the reader can readily check", or "see problem 21.2.43" in the middle of proofs. Additionally very few lines are "skipped" in the proofs; while this does mean that they are lacking in brevity, it is strongly to be encouraged when a complex subject is presented to the novice. When the concepts are understood sufficiently well the reader can easily compile "brief" proofs on his own (as a form of revision), but working the other way round frequently, in my experience of supervising a similar course, leads to misapprehensions about the conditions for applying essential theorems.


Todorovic's Stochastic Processes and Applications

Review of Krylov's book

Excellent tutorial-like introduction to modern probability

Stats = Fun
It is very good if you have encountered all those very mathematical, hard to understand probability books out there...I'm not saying Golberg's is not mathematical...it is, but it is followed by explanations that are not as complicated, so reading the explanations elevates my understanding in probability VASTLY.