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عمومی::
چگالی توأم
This is just the joint density of (Y_(t_1 ),…,Y_(t_n ) )^' at (y_(t_1 ),…,y_(t_n ) )^', which can be expressed as the product of the marginal density at y_(t_1 ) and the transition densities of Y_(t_i ) given Y_(t_(i-1) )=y_(t_(i-1) ), i=2, …, n.
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