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Homogeneous Denumerable Markov Processes

โœ Scribed by Hou Zhenting, Guo Qingfeng


Year
1988
Tongue
English
Leaves
286
Category
Library

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๐Ÿ“œ SIMILAR VOLUMES


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This textbook provides a systematic treatment of denumerable Markov chains, covering both the foundations of the subject and some in topics in potential theory and boundary theory. It is a discussion of relations among what might be called the descriptive quantities associated with Markov chains-pro

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Markov chains are among the basic and most important examples of random processes. This book is about time-homogeneous Markov chains that evolve with discrete time steps on a countable state space. A specific feature is the systematic use, on a relatively elementary level, of generating functions as

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<p><P>The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations r