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Literature
The course will be based on lecture notes. A highly relevant reference is
- Meyn, S. P. and Tweedie, R. L. (2009). Markov Chains and Stochastic Stability, 2nd Ed. Cambridge University Press, London.
The first edition of this book is available online.
Sidansvarig: Jimmy Olsson
Uppdaterad: 3/2 2017 |
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