Libros de referencia en Probabilidades

Probabilidades

AHUJA, MAGNANTI and ORLIN, Network Flows, Prentice Hall, 1993.

ALON N. and SPENCER J., The Probabilistic Method, Wiley, 1991.

ASH R.B., Information Theory, Dover, 1990.

BARBOUR A., HOLST F. and JANSON S., The Poisson Approximation, Oxford University Press, 1993.

BAXTER M. and RENNIE A., Financial Calculus, Cambridge University Press, 1996.

BENNETT C.H., SHOR P.W., Quantum information theory. Information Theory : 1948-1998. IEEE Trans. Inform Theory, 1998.

BERTSEKAS and TSITSIKLIS, Neuro-Dynamic Programming.

BERTSIMAS Dimitris and TSITSIKLIS John N., Introduction to Linear Optimization.

BIRGE and LOUVEAUX, Introduction to Stochastic Programming.

BOLLOBÁS B., Random Graphs, Academic Press, 1985.

BORODIN Alan and EL-YANIV Ran, Online Computation and Competitive Analysis, Cambridge University Press, 1998.

BREMAUD, An Introduction to Probabilistic Modeling.

BROCKWELL P. and DAVIS R., Time Series: Theory and Methods, Springer-Verlag, 1987.

CARMONA R., Lecture Notes on Stochastic Calculus.

CHUNG K.L., Elementary Probability Theory with Stochastic Processes, Springer-Verlag, 1975

CINLAR E., Introduction to Stochastic Processes.

CORMEN, LEISERSON and RIVEST, Introduction to Algorithms. MIT Press, 1990.

COVER T., THOMAS J., Principles of Information Theory.

CRANK J., Mathematics of Diffusion, Oxford, second ed., 1975.

CROCHEMORE and RYTTER, Text Algorithms, Oxford University Press, 1994.

DEMBO A. and ZEITOUNI O., Large deviations techniques and applications., 2nd edition, Springer, 1998.

DUFFIE D., Dynamic Asset Pricing Theory, 2nd ed., Princeton University Press, 1996.

DURRETT R., Probability : Theory and Examples, Wadsworth, 1991.

FELLER W., An Introduction to Probability Theory and Its Applications, Wiley, 1968.

GOLDIE C.M. and PINCH R.J.E., Communication Theory. Cambridge: C.U.P.,1991.

GRIMMETT G.R. and WELSH D.J.A., Probability, an Introduction, 2nd edition, 1992.

GRIMMETT G.R., and STIRZAKER D.R., Probability and Random Processes, 2nd edition, Clarendon Press, Oxford, 1992.

GRUSKA J., Quantum Computing. London: Mc Graw-Hill, 1999.

GUSFIELD, Algorithms on Strings, Trees and Sequences, Cambridge University Press, 1997.

HILL R., A First Course in Coding Theory, 1986.

HUGHES Barry, Random Walks and Random Environments, Vol. 1, Oxford, 1996.

HULL J., Options, Futures, and Other Derivative Securities.

KALLENBERG O., Foundations of Modern Probability, Springer, 1997.

KARATZAS I., Lectures on the Mathematics of Finance, CRM Monograph Series, Vol.8, American Mathematical Society, 1997.

KARATZAS I. and SHREVE J., Brownian Motion and Stochastic Calculus.

KARLIN S. and TAYLOR H., A Second Course in Stochastic Processes, Academic Press, 1981.

KARLIN S. & TAYLOR H., A First Course in Stochastic Processes.

KELLY F.P., ZACHARY S., and ZIEDINS I., editors. Stochastic networks : theory and applications. Royal Statistical Society lecture note series, Oxford, 1996.

KITAEV A.Yu., Quantum computations: algorithms and error corrections. Russian Math. Surveys, no 6 (1997), 1191-1249.

LAMBERTON D. and LAPEYRE B., Introduction to Stochastic Calculus Applied to Finance, Chapman and Hall, 1996.

MOTWANI and RAGHAVAN, Randomized Algorithms, Cambridge University Press, 1995.

MUSIELA M. and RUTKOWSKI M., Martingale Methods in Financial Modelling, Springer-Verlag, 1997.

OHYA M. and PETZ D., Quantum Entropy and Its Use. Berlin: Springer-Verlag, 1993.

OKSENDAL B., Stochastic Differential Equations: an introduction with applications, Springer, 1992.

PUTERMAN, Markov Decision Processes.

RESNICK S., Adventures in Stochastic Processes, Birkhäuser Verlag, 1994.

REVUZ D. and YOR M., Continuous Martingales and Brownian Motion, Springer, 1991.

RISKEN H., The Fokker-Planck Equation, Springer, second ed., 1989.

ROGERS L.C.G. and WILLIAMS D., Diffusions, Markov processes, and Martingales, Vol. I (2nd edition). Wiley, 1994.

ROSS S., A First Course in Probability, Prentice-Hall, 1994.

ROSS S.M., Introduction to Probability Models, 4th edition, Academic Press, 1989.

ROSS S., Stochastic Processes, 2nd edition Wiley, 1996.

SHELDON Ross, A First Course in Probability, 5th Edition.

SHOR P.W., Quantum computing. Proc. Int. Congr. Math. Vol. I (Berlin, 1998). Doc. Math., Extra vol. I, 467-486, 1998.

SHWARTZ A. and WEISS A., Large deviations for performance analysis : queues, communications and computing. Chapman & Hall, 1995.

STAUFFER D. and AHARONY A., Introduction to Percolation Theory, Taylor & Francis, second ed., 1992.

STEELE J.M., Probability Theory and Combinatorial Optimization, CBMS-NSF Regional Conference Series in Applied Mathematics, SIAM, 1997.

STIRZAKER D., Elementary Probability, CUP, 1994.

STROOCK D.W., Probabilty Theory: an analytic view, 1994.

VANMARCKE E.H., Random Fields: Analysis and Synthesis.

WELSH D.J.A., Codes and Cryptography, OUP, 1989.

WILLIAMS D., Probability with Martingales, Cambridge University Press, 1991.