Introduction to Stochastic Processes

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Houghton Mifflin Comp., 1972 - Mathematics - 203 pages
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Markov chains; Stationary distributions of a markov chain; Markov pure jump processes; Second order processes; Continuity, integration, and differentiation of second order processes; Stochastic differential equations, estimation theory, and spectral distribution.

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Markov Chains
4 2 Transition matrix
Stationary Distributions of a Markov Chain

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