<P>This book is a photographic reproduction of the book of the same title published in 1981, for which there has been continuing demand on account of its accessible technical level. Its appearance also helped generate considerable subsequent work on inhomogeneous products of matrices. This printing
Non-negative Matrices and Markov Chains
β Scribed by E. Seneta (auth.)
- Publisher
- Springer-Verlag New York
- Year
- 1981
- Tongue
- English
- Leaves
- 287
- Series
- Springer Series in Statistics
- Edition
- 2
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
This book is a photographic reproduction of the book of the same title published in
1981, for which there has been continuing demand on account of its accessible technical level. Its appearance also helped generate considerable subsequent work on inhomogeneous products of matrices. This printing adds an additional bibliography on coefficients of ergodicity and a list of corrigenda.
Eugene Seneta received his Ph.D. in 1968 from the Australian National University. He left Canberra in 1979 to become Professor and Head of the Department of Mathematical Statistics at the University of Sydney. He has been a regular visitor to the United States, most frequently to the University of Virginia. Now Emeritus Professor at the University of Sydney, he has recently developed a renewed interest in financial mathematics. He was elected Fellow of the Australian Academy of Science in 1985 and awarded the Pitman Medal of the Statistical Society of Australia for his distinguished research contributions.
The first edition of this book, entitled Non-Negative Matrices, appeared in 1973, and was followed in 1976 by his Regularly Varying Functions in the Springer Lecture Notes in Mathematics, later translated into Russian. Both books were pioneering in their fields. In 1977, Eugene Seneta coauthored (with C. C. Heyde ) I.J. BienaymΓ© : Statistical Theory Anticipated, which is effectively a history of probability and statistics in the 19th century, and in 2001 co-edited with the same colleague Statisticians of the Centuries, both published by Springer. Having served on the editorial board of the Encyclopedia of Statistical Science, he is currently Joint Editor of the International Statistical Review.
β¦ Table of Contents
Front Matter....Pages 1-1
Fundamental Concepts and Results in the Theory of Non-negative Matrices....Pages 3-29
Some Secondary Theory with Emphasis on Irreducible Matrices, and Applications....Pages 30-79
Inhomogeneous Products of Non-negative Matrices....Pages 80-111
Markov Chains and Finite Stochastic Matrices....Pages 112-158
Front Matter....Pages 159-159
Countable Stochastic Matrices....Pages 161-198
Countable Non-negative Matrices....Pages 199-220
Truncations of Infinite Stochastic Matrices....Pages 221-244
β¦ Subjects
Statistical Theory and Methods; Probability Theory and Stochastic Processes
π SIMILAR VOLUMES
This book is a photographic reproduction of the book of the same title published in 1981, for which there has been continuing demand on account of its accessible technical level. Its appearance also helped generate considerable subsequent work on inhomogeneous products of matrices. This printing add
The purpose of this book is to present the theory of general irreducible Markov chains and to point out the connection between this and the Perron-Frobenius theory of nonnegative operators. The author begins by providing some basic material designed to make the book self-contained, yet his principal