Document worth reading: “Lecture Notes on Stochastic Processes”

This is lecture notes on the course “Stochastic Processes”. In this format, the course was taught inside the spring semesters 2017 and 2018 for third-year bachelor school college students of the Department of Control and Applied Mathematics, School of Applied Mathematics and Informatics AT Moscow Institute of Physics and Technology. The base of this course was original and taught for a few years by professors from the Department of Mathematical Foundations of Control A.A. Natan, S.A. Guz, and O.G. Gorbachev. Besides commonplace chapters of stochastic processes idea (correlation idea, Markov processes) on this e-book (and lectures) the following chapters are included: von Neumann–Birkhoff–Khinchin ergodic theorem, macrosystem equilibrium concept, Markov Chain Monte Carlo, Markov selection processes and the secretary draw back. Lecture Notes on Stochastic Processes