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Advanced Stochastic Processes.

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8 D. GAMARNIK, 15.991<br />

concepts. However when we discuss stochastic processes in spaces like {0, 1} ∞ or C[0, ∞) these<br />

concepts are indispensable.<br />

1.7. Reading assignments<br />

• Notes distributed in the class.<br />

• Durrett [1]<br />

• Grimmett and Stirzaker [2], Chapter 1.

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