Quizzed article | REF: R220 V2

The random functions

Author: Bernard DEMOULIN

Publication date: March 10, 2014, Review date: June 1, 2021 | Lire en français

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    5. Notions on Markov processes

    In this final paragraph, we abandon random functions and return to the more traditional concepts of random variables encountered in [R 210v2] . We will be addressing variables that meet Markov's criteria of stochastic dependence. It is also important to point out at the outset that the text is partly inspired by the work of J. Bass, published in 1967. References to the work can be found in the bibliography

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    Notions on Markov processes