Markov Chains
โ J.R.Norris
๐ Library
๐ Cambridge University Press
๐ English
โฆ LIBER โฆ
๐
Markov Chains
โ Scribed by Daniel Revuz
- Publisher
- Elsevier, Academic Press
- Year
- 2005
- Tongue
- English
- Leaves
- 389
- Series
- North-Holland mathematical library 11
- Edition
- Rev Sub
- Category
- Library
โฌ Acquire This Volume
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โฆ Synopsis
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.
๐ SIMILAR VOLUMES
Markov Chains
โ J. R. Norris
๐ Library
๐
1997
๐ Cambridge University Press
๐ English
This is a unique book that bridges the gap between undergraduate and graduate treatment but only in the first three chapters. It does require a number of preparatory courses, from multivariate calculus, linear algebra, differential equations to solid understanding of at least undergraduate level of
Markov Chains
โ Daniel Revuz
๐ Library
๐
2005
๐ North Holland
๐ English
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.
Markov chains
โ Revuz D.
๐ Library
๐
1984
๐ North-Holland
๐ English
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.
Markov Chains
โ David Freedman (auth.)
๐ Library
๐
1983
๐ Springer-Verlag New York
๐ English
<p>A long time ago I started writing a book about Markov chains, Brownian motion, and diffusion. I soon had two hundred pages of manuscript and my publisher was enthusiastic. Some years and several drafts later, I had a thousand pages of manuscript, and my publisher was less enthusiastic. So we made
Markov Chains
โ Norris J.R.
๐ Library
๐
1997
๐ Cambridge University Press
๐ English
In this rigorous account the author studies both discrete-time and continuous-time chains. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications to simulation, economics, optimal co