Markov Chains
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Markov Chains

SKU: 9780444864000

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Additional information

Full Title

Markov Chains
Author(s)

Revuz, D.
Edition
ISBN

9780444864000, 9780080880228
Publisher

North Holland
Format

PDF and EPUB

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.

Markov Chains
-72%
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Markov Chains

SKU: 9783319977041

Original price was: $89.00.Current price is: $24.99.

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Additional information

Full Title

Markov Chains
Author(s)

Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier
Edition
ISBN

9783319977041, 9783319977034
Publisher

Springer
Format

PDF and EPUB

Description

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. 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. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeperthan that needed to study countable state space (very little measure theory is required). Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.

Markov Chains
-55%
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Markov Chains

SKU: 9781107299207

Original price was: $55.99.Current price is: $24.99.

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Additional information

Full Title

Markov Chains
Author(s)

J. R. Norris
Edition
ISBN

9781107299207, 9780521633963, 9780521481816
Publisher

Cambridge University Press
Format

PDF and EPUB

Description

Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and quickly develops a coherent and rigorous theory whilst showing also how actually to apply it. Both discrete-time and continuous-time chains are studied. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and exercises and examples drawn both from theory and practice. It will therefore be an ideal text either for elementary courses on random processes or those that are more oriented towards applications.