Martingales and Markov Chains
Subtitle: Solved Exercises and Elements of Theory
Publisher: Chapman & Hall/CRC
Published: April 26, 2002
Language: eng
Format: Paperback
Number of pages: 200
ISBN-13: 9781584883296
Subjects: Stochastics; Problems, exercises, etc; Stochastic Processes; Mathematics; Science/Mathematics; Probability & Statistics - Bayesian Analysis; Mathematics / Probability & Statistics / Bayesian Analysis; Markov Processes; Probability & Statistics - General; Martingales (Mathematics)
First sentence: 1.1 Let us begin with a simple, albeit typical, case of conditioning.