I am trying to solve a problem from Van kampens book, page 73. I am trying to self learn stochastic processes for research sake !
A ODE is given: dx/dt = f(x). write the solution with initial values x0 and t0 in the form x = phi(x0, t - t0). Show that x obeys the defintion of the markov...
solve some problems
The best way to understand conditional probability is solving problems rather than figuring out definitions.
solve 10 or 15 problems, and all your doubts will get cleared.
A good book: Intro to prob by J laurie snell
I am a senior graduate student. Trust me, if you are serious about grad school, REU is a must. You may not do some mind boggling research, but just getting a taste of research is important to understand what you want to do in the future.
switching
I switched from computer science to Physics by doing a Masters degree in Physics. Its hard work. First stay in a small university and do a masters. Its hard to survive in a big university and take backup courses. Get good grades and then jump to a big university. Dont worry if you...