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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 MartingalesConvergence TheoremsRegular MartingalesExercisesProblemsSolutionsMARKOV CHAINSTransition Matrices, Markov ChainsConstruction and ExistenceComputations on the Canonical ChainPotential OperatorsPassage ProblemsRecurrence, TransienceRecurrent Irreducible ChainsPeriodicityExercisesProblemsSolution.

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  • "Martignales et chaînes de Markov"

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  • "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 ChainsPeriodicityExercisesProblemsSolution."@en

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  • "Electronic books"@en
  • "Electronic books"
  • "Problems and exercises"

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  • "Martingales and Markov Chains Solved Exercises and Elements of Theory"@en
  • "Martingales and Markov Chains Solved Exercises and Elements of Theory"
  • "Martingales and Markov chains : solved exercises and elements of theory"
  • "Martingales and Markov chains solved exercises and elements of theory"
  • "Martingales et chaînes de Markov"
  • "Martingales et chaînes de Markov : théorie élémentaire et exercices corrigés"
  • "Martingales et chaînes de Markov théorie élémentaire et exercices corrigés"

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