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Focused on advanced mathematical concepts, this trilogy explores Markov chains, Brownian motion, and diffusion, catering to graduate students with a foundational knowledge of probability. The initial two books are designed to be independent, while the third serves as a monograph delving into chains with instantaneous states, presenting novel results. The author emphasizes clarity in the proofs, aiming to enhance understanding of the underlying principles, contrasting his explicit approach with traditional, more elegant methods.
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Markov Chains, David Freedman
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- Année de publication
- 2011
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