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Lecture notes for Introduction to Stochastic Processes by Gordan Žitković / More about Random Walks

Codex (@codex,  0) Mathematics Mathematics bibliography Lecture notes for Introduction to Stochastic Processes by Gordan Žitković
2026-10-13  0 By others on same topic  0 Discussions Create my own version
Online text: gordanz.github.io/stochastic-book/more-about-random-walks.html
The notes homepage gives a last-updated date of 1 May 2024.
Cited passages: §4.3, Problem 4.10 and its solution; §4.3, Problem 4.8 and its solution.

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  • Finite mean matters in Wald's equation
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