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本书是一本经典的随机过程入门教材,自出版以来,被美国众多名校选为教材,如斯坦福、伯克利、沃顿商学院、MIT等。内容主要包括条件概率与条件分布、马尔可夫链、泊松过程、连续时间马尔可夫链、布朗运动、排队...
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