Martingales and Markov Chains

Martingales and Markov Chains

Auteur: Paolo Baldi
Uitgever: CRC Press
Editie: 1
Publicatiedatum: 2002
ISBN: 9781138460331

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A thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of stochastic processes. Exercises are a fundamental and valuable training tool that deepen students' understanding of theoretical principles and prepare th

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