By
D. Revuz
Description
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.
Included in series
North-Holland Mathematical Library
