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Martingales and Markov Chains By Paolo Baldi

Martingales and Markov Chains

By Paolo Baldi

  • Release Date: 2002-04-26
  • Genre: Mathematics
  • $159.99
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Description

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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