Probability, random variables, and stochastic processes
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Probability, Random Variables and Stochastic Processes with Errata Sheet
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Probability, Random Variables and Stochastic Processes (McGraw-Hill Series in Electrical Engineering)
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
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Stochastic Models, Information Theory, and Lie Groups, Volume 1: Classical Results and Geometric Methods (Applied and Numerical Harmonic Analysis)
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A Second Course in Stochastic Processes
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