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Kniha Markov Chains D. Revuz

Markov Chains

Autor: D. Revuz
Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: Elsevier Science & Technology
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-18 dní
71.41 €
This is the revised and augmented edition of a now classic book which is an introduction to sub-Mark...

Informácie o knihe

Autor
D. Revuz
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
1984
Stránok
380
EAN
9780444864000
ISBN
0444864008
Enbook ID
04612473
Vydavateľ
Elsevier Science & Technology
Hmotnosť
680
Rozmery
156 x 234 x 22

Kompletný popis

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.

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