Markov Chains

Autor

Randal Douc Eric Moulines Pierre Priouret Philippe Soulier

Editura

Springer International Publishing Ag

An publicare

2019

Nr. Pagini

757

ISBN

9783319977034

Categorii

Fictiune In Limbi Străine

Descriere

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques.