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This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes. Building fr

From the reviews: J. Neveu, 1962 in Zentralblatt fr Mathematik, 92. Band Heft 2, p. 343: "Ce livre crit par l'un des plus minents spcialistes en la matire, est

This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes. Building fr

This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model