Screen LibraryMarkov chains /
This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students....
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| Main Authors: | |
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| Corporate Authors: | |
| Published: |
North-Holland,
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| Publisher Address: | Amsterdam ; New York : |
| Publication Dates: | 1984. |
| Literature type: | eBook |
| Language: | English |
| Edition: | Rev. ed. |
| Series: |
North-Holland mathematical library ;
v. 11 |
| Subjects: | |
| Online Access: |
http://www.sciencedirect.com/science/bookseries/09246509/11 |
| Summary: |
This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated Chacon-Ornstein theorem are examined in detail. The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact ab |
| Carrier Form: | 1 online resource (xi, 374 pages). |
| Bibliography: | Includes bibliographical references (pages 356-370) and index. |
| ISBN: |
9780444864000 0444864008 9780080880235 0080880231 |
| Index Number: | QA274 |
| CLC: | O211.62 |