Introduction to Stochastic Processes

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Prentice-Hall, 1975 - Mathematics - 402 pages
Probability spaces and random variables. Expectations and independence. Bernoulli processes and sums of independent random variables. Poisson processes. Markov chains. Limiting Behavior and applications of Markov chains. Potentials, excessive functions, and optimal stopping of Markov chains. Markov processes. Renewal theory. Markov renewal theory. Non-negative matrices.

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Contents

Preface
1
Expectations and Independence
21
Bernoulli Processes
43
Copyright

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