Discrete Time Stochastic Processes

Watkins, J. C. Discrete Time Stochastic Processes.

Type

Web resource

Intellectual base

Web

Link

https://math.arizona.edu/~jwatkins/discretetime.pdf

Cited by

1 citation across 1 artifact.

Domain-specific

• Doob Decomposition Theorem
  • is exactly the statement that \(A_n-A_{n-1}\ge0\), so the predictable component records the accumulated one-step advantage.

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