Stochastic recursive sequences

Continued part 1, part 2 of ebook "Probability theory" provides readers with contents including: properties of the trajectories of random walks zero-one laws; random walks and factorisation identities; sequences of dependent trials markov chains; information and entropy; stationary sequences; stochastic recursive sequences; continuous time random processes; processes with independent increments; functional limit theorems;...

409p hanlinhchi 29-08-2023 6 3   Download

Chapter 2 Time series 2.1. Two workhorses This chapter describes two tractable models of time series: Markov chains and first-order stochastic linear difference equations. These models are organizing devices that put particular restrictions on a sequence of random vectors.

56p summerflora 28-10-2010 110 6   Download