I am looking for the book about advanced stochastic process.
It may cover the following content:
- Stochastic matrices. Ex: $A(k)$, where $k$ is the time index.
- Stochastic process in space (not just in time).
- Contents from real analysis (Ex: application of monotone convergence theorem, Fatou' Lemma, increasing sequence of random variables).
- Miscellaneous topics (such as supermartingale convergence theorem, or convex function discusstion).
I am not sure my description is accurate or not, but I will fix it if possible.