In this post, we will see the book Theory Of Markov Processes by E. B. Dynkin. About the book The present book aims at investigating the logical foundations of the theory of Markov random processes. The theory of Markov processes has developed rapidly in recent years, The properties o£ the trajectories of such processes and […]

Theory Of Markov Processes – Dynkin — Mir Books

One aspect of this–Markov chains–is something I discussed in this post.