Markov Chains
β J.R.Norris
π Library
π Cambridge University Press
π English
β¦ LIBER β¦
π
Markov Chains
β Scribed by David Freedman (auth.)
- Publisher
- Springer-Verlag New York
- Year
- 1983
- Tongue
- English
- Leaves
- 394
- Edition
- 1
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Synopsis
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 it a trilogy: Markov Chains Brownian Motion and Diffusion Approximating Countable Markov Chains familiarly - MC, B & D, and ACM. I wrote the first two books for beginning graduate students with some knowledge of probability; if you can follow Sections 10.4 to 10.9 of Markov Chains you're in. The first two books are quite independent of one another, and completely independent of the third. This last book is a monograph which explains one way to think about chains with instantaneous states. The results in it are supposed to be new, except where there are specific disclaimΒ ers; it's written in the framework of Markov Chains. Most of the proofs in the trilogy are new, and I tried hard to make them explicit. The old ones were often elegant, but I seldom saw what made them go. With my own, I can sometimes show you why things work. And, as I will VB1 PREFACE argue in a minute, my demonstrations are easier technically. If I wrote them down well enough, you may come to agree.
β¦ Table of Contents
Front Matter....Pages i-xiv
Introduction to Discrete Time....Pages 1-46
Ratio Limit Theorems....Pages 47-81
Some Invariance Principles....Pages 82-110
The Boundary....Pages 111-137
Introduction to Continuous Time....Pages 138-171
Examples for the Stable Case....Pages 172-215
The Stable Case....Pages 216-251
More Examples for the Stable Case....Pages 252-296
The General Case....Pages 297-328
Appendix....Pages 329-366
Back Matter....Pages 367-382
β¦ Subjects
Probability Theory and Stochastic Processes
π SIMILAR VOLUMES
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