1 Markov Chains. - 1: Definition. - 2: Transition and absolute probabilities. - 3: Determination of the higher transition probabilities. - 4: Classification of states. - 5: The limit of the higher transition probabilities. - 6: Classification of Markov chains. - 7: The limiting distributions of irreducible Markov chains. - Problems. - 8: Markov chains with continuous state space. - Problems. - 9: Stationary stochastic sequences. - Problems. - 2 Markov Processes. - 1: Introduction. - 2: Definition. - 3: Poisson process. - 4: Markov process with a finite or denumerably infinite number of states. - 5: Markov process with continuous transition. - 6: Mixed Markov processes. - Problems. - 3 Non-Markovian Processes. - 1: Recurrent processes. - 2: Stationary stochastic processes. - 3: Secondary stochastic processes generated by a stochastic process. - Problems. - 4 Solutions of Problems. - 1: Markov chains. - 2: Markov processes. - 3: Non-Markovian processes. - References. Language: English