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I'm looking for book recommendations on Markov chains specifically defined on $\mathbb{R}^n$. I need resources that avoid excessive measure theory and focus on concrete definitions of transition kernels and Markov chains in this context. Specifically, I'm interested in:

  • Direct definitions of transition kernels and Markov chains on $\mathbb{R}^n$
  • Or, examples of a general definition applied to $\mathbb{R}^n$

Most resources I've found are too general. Any hep would be much appreciated.

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  • $\begingroup$ You can always specify to $\Bbb R^n$ in a (far too) general statement. I don't think one should hope for a book for every special case. There is a book on rings and modules, so asking for a book on the module $\Bbb Z^n$ would also not make sense. On the other hand, some posts here may be helpful, e.g., this one and others. $\endgroup$ Commented Mar 17 at 19:17

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