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Markov Processes by Stewart N. Ethier, Thomas G. Kurtz. "[A]nyone who works with Markov processes whose state space is uncountably infinite will need this most impressive book as a guide and reference.".
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.