The Analysis of Data, volume 1

Important Random Processes: Notes

7.4. Notes

More information on Markov chains, the Poisson process, and Gaussian process is available in (Ross, 2009), (Karlin and Taylor, 1975) and (Billingsley, 1995), listed in increasing level of mathematical rigor. In particular, our description of Markov chains is similar to the description in (Billingsley, 1995). Some information on Gaussian processes applications in data mining appears in (Rasmussen, 2005).