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1. Markov chains - Yale University
probability distributions incorporate a simple sort of dependence structure, where the con- ... stochastic processes in an elementary setting. This classical subject is still very much alive, ... One answer is to say that it is a sequence {X0,X1,X2,...}of random variables that has the “Markov property”; we will discuss this in the next ...
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Chapter 1 Markov Chains - Yale University
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