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Sequences of Random Variables That Form Markov Chains

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Probability

Part of the book series: Graduate Texts in Mathematics ((GTM,volume 95))

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Abstract

In Chapter I (ยง12), for finite probability spaces, we took the basic idea to be that of Markov dependence between random variables. We also presented a variety of examples and considered the simplest regularities that are possessed by random variables that are connected by a Markov chain.

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ยฉ 1984 Springer Science+Business Media New York

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Shiryayev, A.N. (1984). Sequences of Random Variables That Form Markov Chains. In: Probability. Graduate Texts in Mathematics, vol 95. Springer, New York, NY. https://doi.org/10.1007/978-1-4899-0018-0_9

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  • DOI: https://doi.org/10.1007/978-1-4899-0018-0_9

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4899-0020-3

  • Online ISBN: 978-1-4899-0018-0

  • eBook Packages: Springer Book Archive

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