What are some important books and resources for learning about stochastic processes?

the entropy rate of a stochastic process (message or sequence is seen as a succession of events). (The "rate of self-information" can also be defined for a ... Feb 20, 2007 ... Efficient tools to characterize stochastic processes are discussed. Quantifiers originally proposed within the framework of information ... ... stochastic time series. We dissect the uncertainty of a single observation ... process's internal information dynamics. The measures scale with the ... May 22, 2020 ... ... process—the minimal amount of information required to ... If the considered time series is generated by a stochastic process of Markov ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... May 13, 2023 ... Defended December 14th, 2022. i. Page 3. Rigorous Analysis of Markov Processes with Applications to Quantum Information. processes. The essence of this approach consists of: an accumulation and evaluation of Marcovian stochastics via macro functional of the stochastic process; use ... stochastic process. Mutual information based distance measure can thus be used to compare texts written by different authors or to build phylogenies of ... The first one for obtaining concentration of Markov chains is to establish transport- entropy inequalities in the process level. This was begun again by Marton ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ...