Martingales and Markov chains: solved exercises and elements of theory

CONDITIONAL EXPECTATIONSIntroductionDefinition and First PropertiesConditional Expectations and Conditional LawsExercisesSolutionsSTOCHASTIC PROCESSESGeneral FactsStopping TimesExercisesSolutionsMARTINGALESFirst DefinitionsFirst PropertiesThe Stopping TheoremMaximal InequalitiesSquare Integral Marti...

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Detalles Bibliográficos
Autores principales: Baldi, Paolo, Mazliak, Laurent, Priouret, Pierre
Lenguaje:eng
Publicado: CRC Press 2002
Materias:
Mathematical Physics and Mathematics
Acceso en línea:http://cds.cern.ch/record/2720297
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author Baldi, Paolo
Mazliak, Laurent
Priouret, Pierre
author_facet Baldi, Paolo
Mazliak, Laurent
Priouret, Pierre
author_sort Baldi, Paolo
collection CERN
description CONDITIONAL EXPECTATIONSIntroductionDefinition and First PropertiesConditional Expectations and Conditional LawsExercisesSolutionsSTOCHASTIC PROCESSESGeneral FactsStopping TimesExercisesSolutionsMARTINGALESFirst DefinitionsFirst PropertiesThe Stopping TheoremMaximal InequalitiesSquare Integral MartingalesConvergence TheoremsRegular MartingalesExercisesProblemsSolutionsMARKOV CHAINSTransition Matrices, Markov ChainsConstruction and ExistenceComputations on the Canonical ChainPotential OperatorsPassage ProblemsRecurrence, TransienceRecurrent Irreducible ChainsPeriodicityExercisesProblemsSolutionsREFERENCESINDEX.
id cern-2720297
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2002
publisher CRC Press
record_format invenio
spelling cern-27202972021-04-21T18:07:58Zhttp://cds.cern.ch/record/2720297engBaldi, PaoloMazliak, LaurentPriouret, PierreMartingales and Markov chains: solved exercises and elements of theoryMathematical Physics and MathematicsCONDITIONAL EXPECTATIONSIntroductionDefinition and First PropertiesConditional Expectations and Conditional LawsExercisesSolutionsSTOCHASTIC PROCESSESGeneral FactsStopping TimesExercisesSolutionsMARTINGALESFirst DefinitionsFirst PropertiesThe Stopping TheoremMaximal InequalitiesSquare Integral MartingalesConvergence TheoremsRegular MartingalesExercisesProblemsSolutionsMARKOV CHAINSTransition Matrices, Markov ChainsConstruction and ExistenceComputations on the Canonical ChainPotential OperatorsPassage ProblemsRecurrence, TransienceRecurrent Irreducible ChainsPeriodicityExercisesProblemsSolutionsREFERENCESINDEX.CRC Pressoai:cds.cern.ch:27202972002
spellingShingle Mathematical Physics and Mathematics
Baldi, Paolo
Mazliak, Laurent
Priouret, Pierre
Martingales and Markov chains: solved exercises and elements of theory
title Martingales and Markov chains: solved exercises and elements of theory
title_full Martingales and Markov chains: solved exercises and elements of theory
title_fullStr Martingales and Markov chains: solved exercises and elements of theory
title_full_unstemmed Martingales and Markov chains: solved exercises and elements of theory
title_short Martingales and Markov chains: solved exercises and elements of theory
title_sort martingales and markov chains: solved exercises and elements of theory
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2720297
work_keys_str_mv AT baldipaolo martingalesandmarkovchainssolvedexercisesandelementsoftheory
AT mazliaklaurent martingalesandmarkovchainssolvedexercisesandelementsoftheory
AT priouretpierre martingalesandmarkovchainssolvedexercisesandelementsoftheory

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