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Markov chains with stationary transition probabilities

✍ Scribed by Kai Lai Chung

Publisher
Springer
Year
1967
Tongue
English
Leaves
285
Series
Die Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen Band 104
Edition
1st
Category
Library
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✦ Synopsis

From the reviews:

J. Neveu, 1962 in Zentralblatt fГјr Mathematik, 92.Band Heft 2, p. 343: "Ce livre Г©crit par l'un des plus Г©minents spГ©cialistes en la matiГЁre, est un exposГ© trГЁs dГ©taillГ© de la thГ©orie des processus de Markov dГ©finis sur un espace dГ©nombrable d'Г©tats et homogГЁnes dans le temps (chaines stationnaires de Markov)."

N.Jain, 2008 in Selected Works of Kai Lai Chung, edited by Farid AitSahlia (University of Florida, USA), Elton Hsu (Northwestern University, USA), & Ruth Williams (University of California-San Diego, USA), Chapter 1, p. 15: "This monograph deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). [...] Much of Kai Lai's fundamental work in the field is included in this monograph. Here, for the first time, Kai Lai gave a systematic exposition of the subject which includes classification of states, ratio ergodic theorems, and limit theorems for functionals of the chain."

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Markov Chains with Stationary Transition
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✍ Kai Lai Chung (auth.) 📂 Library 📅 1960 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

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From the reviews: <p> J. Neveu, 1962 in Zentralblatt für Mathematik, 92.Band Heft 2, p. 343: "Ce livre écrit par l'un des plus éminents spécialistes en la matière, est un exposé très détaillé de la théorie des processus de Markov définis sur un espace dénombrable d'états et homogènes dans le temps (

Markov Chains and Invariant Probabilitie
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<P>This book concerns discrete-time homogeneous Markov chains that admit an invariant probability measure. The main objective is to give a systematic, self-contained presentation on some key issues about the ergodic behavior of that class of Markov chains. These issues include, in particular, the va