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
Homogeneous Denumerable Markov Processes
โ Scribed by Hou Zhenting, Guo Qingfeng
- Year
- 1988
- Tongue
- English
- Leaves
- 286
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
<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