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Markov Chains
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Markov Chains

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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.

Upplaga
2018 ed.
ISBN
9783319977034
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2019-01-03
Sidor
757