Theory of Markov Processes (Dover Books on Mathematics) Book PDF, ePub eBook
Theory of Markov Processes (Dover Books on Mathematics).pdf
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Book Descriptions:
Starting with a brief survey of relevant concepts and theorems from measure theory, the text investigates operations that permit an inspection of the class of Markov processes corresponding to a given transition function. It advances to the more complicated operations of generating a subprocess, followed by examinations of the construction of Markov processes with given transition functions, the concept of a strictly "Markov process," and the conditions required for boundedness and continuity of a Markov process. Addenda, notes, references, and indexes supplement the text.
Theory of Markov Processes (Dover Books on Mathematics) by E. B. Dynkin
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