FURTHER READING

The following references provide more information about the various characterizations of random processes: Davenport (1970), Doob (1953), Larson and Shubert (1979), Gray and Davisson (2004), Hajek (2009), Leon–Garcia (2008), Papoulis (1965), Parzen (1962), and Viniotis (1998). Some specific topics can be explored further in the following references. Markov processes: Hoel, Port, and Stone (1972), Karlin and Taylor (1975), and Taylor and Karlin (1984). Martingales: Athreya and Lahiri (2006), Billingsley (1985), and Larson and Shubert (1979).

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