streams as independentand identically distributed data or serially correlated discrete time stochastic processes. Very limited … research has been conducted formonitoring continuous-time stochastic processes (CTSPs). This paper develops a novel statistical …

Basics of Stochastic Processes -- Markov Chains -- Long-run Behaviour of Markov Chains -- Random Walks -- Bienayme …This textbook presents some basic stochastic processes, mainly Markov processes. It begins with a brief introduction to … the framework of stochastic processes followed by the thorough discussion on Markov chains, which is the simplest and the …