 |
|
| MARKOV CHAINS
| |
| | |
|
|
To order this title, and for more information, click here
By
D. Revuz
Included in series
North-Holland Mathematical Library, 11
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.
Contents
Transition Probabilities. Markov Chains. Potential Theory. Transcience and Recurrence. Pointwise Ergodic Theory. Transient Random Walks.
Ergodic Theory of Harris Chains. Martin Boundary. Potential Theory for Harris Chains. Recurrent Random Walks. Construction of Markov
Chains and Resolvents.
| Bibliographic details |
Hardbound, 0 pages, publication date: MAY-1984
ISBN-13: 978-0-444-86400-0
ISBN-10: 0-444-86400-8
Imprint: NORTH-HOLLAND
|
| Price and Ordering |
Price:
GBP 105
EUR 123.95
USD 158
|  |
Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries.
|
See also information about conditions of sale & ordering procedures, and links to our regional sales offices.
|
050/500
Last update: 4 Sep 2009
|
|
| |
| | |
|
|
| |
Home | Elsevier Sites | Privacy Policy | Terms and Conditions | Feedback | Site Map | A Reed Elsevier Company