Markov chains
Revuz, D.
Markov chains [electronic resource] / D. Revuz. - Rev. ed. - Amsterdam ; New York : North-Holland, 1984. - 1 online resource (xi, 374 p.) - North-Holland mathematical library ; v. 11 . - North-Holland mathematical library ; v. 11. .
Includes bibliographical references (p. 356-370) and index.
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 abelian groups. Further chapters develop renewal theory, an introduction to Martin boundary and the study of chains recurrent in the Harris sense. Finally, the last chapter deals with the construction of chains starting from a kernel satisfying some kind of maximum principle.
9780444864000 0444864008
119920:123075 Elsevier Science & Technology http://www.sciencedirect.com
Markov processes.
Markov, Processus de.
Markov, processus de.
Markov processes.
Electronic books.
QA274.7 / .R45 1984eb
519.2/33
Markov chains [electronic resource] / D. Revuz. - Rev. ed. - Amsterdam ; New York : North-Holland, 1984. - 1 online resource (xi, 374 p.) - North-Holland mathematical library ; v. 11 . - North-Holland mathematical library ; v. 11. .
Includes bibliographical references (p. 356-370) and index.
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 abelian groups. Further chapters develop renewal theory, an introduction to Martin boundary and the study of chains recurrent in the Harris sense. Finally, the last chapter deals with the construction of chains starting from a kernel satisfying some kind of maximum principle.
9780444864000 0444864008
119920:123075 Elsevier Science & Technology http://www.sciencedirect.com
Markov processes.
Markov, Processus de.
Markov, processus de.
Markov processes.
Electronic books.
QA274.7 / .R45 1984eb
519.2/33
