
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.
- Författare
- Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier
- Upplaga
- 2018 ed.
- ISBN
- 9783319977034
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2019-01-03
- Sidor
- 757
