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An Introduction to Stochastic Processes and Their Applications

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Cover of 'An Introduction to Stochastic Processes and Their Applications'

Table of Contents

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    Book Overview
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    Chapter 1 Basic Concepts and Definitions
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    Chapter 2 The Poisson Process and Its Ramifications
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    Chapter 3 Elements of Brownian Motion
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    Chapter 4 Gaussian Processes
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    Chapter 5 L 2 Space
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    Chapter 6 Second-Order Processes
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    Chapter 7 Spectral Analysis of Stationary Processes
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    Chapter 8 Markov Processes I
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    Chapter 9 Markov Processes II: Application of Semigroup Theory
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    Chapter 10 Discrete Parameter Martingales
Attention for Chapter 4: Gaussian Processes
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