Good Book on Stochastic Processes - MathOverflow most recent 30 from http://mathoverflow.net2013-05-23T16:57:13Zhttp://mathoverflow.net/feeds/question/110787http://www.creativecommons.org/licenses/by-nc/2.5/rdfhttp://mathoverflow.net/questions/110787/good-book-on-stochastic-processesGood Book on Stochastic Processestimering2012-10-26T21:42:17Z2012-10-26T21:42:17Z
<p>Stochastic processes are important for modeling text or image data in machine learning area. I have found some books (e.g. Essential of Stochastic Processes) for stochastic processes, but they are from mathematics view. Are there good books to stochastic processes (e.g. Gamma process, Dirichlet process, Pitman–Yor process, Lévy process) for machine learning (or related area)? Thanks.</p>