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MR1435501 (97j:60001) 60-01 (60A10 60Fxx 60Gxx 60Jxx)
Gikhman, I. I.; Skorokhod, A. V. Introduction to the theory of random processes. Translated from the 1965 Russian original. Reprint of the 1969 English translation. With a preface by Warren M. Hirsch. Dover Publications, Inc., Mineola, NY, 1996. xiv+516 pp. ISBN: 0-486-69387-2
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