定常過程と離散パラメータ・マルコフ過程(テキスト)
Stationary Processes and Discrete Parameter Markov Processes
Graduate Texts in Mathematics
Bhattacharya, Rabi
Waymire, Edward C.
- 内容紹介:
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This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes.