Markov chains (North-Holland mathematical library ; v. 11) 2024 pdf epub mobi 電子書 下載

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Markov chains (North-Holland mathematical library ; v. 11) pdf epub mobi 著者簡介

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Markov chains (North-Holland mathematical library ; v. 11) pdf epub mobi 圖書描述

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.

Markov chains (North-Holland mathematical library ; v. 11) 2024 pdf epub mobi 電子書 下載

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發表於2024-11-06

Markov chains (North-Holland mathematical library ; v. 11) 2024 pdf epub mobi 電子書 下載

Markov chains (North-Holland mathematical library ; v. 11) 2024 pdf epub mobi 電子書 下載

Markov chains (North-Holland mathematical library ; v. 11) 2024 pdf epub mobi 電子書 下載

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