
Markov Chains
This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments.
Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques.
- Kirjailija
- Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier
- Painos
- 2018 ed.
- ISBN
- 9783319977034
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 3.1.2019
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 757
