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Markov chains and stochastic stability

Author: S P Meyn; R L Tweedie
Publisher: Cambridge ; New York : Cambridge University Press, 2009.
Series: Communications and control engineering series.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Database:WorldCat
Summary:

New up-to-date edition of this influential classic - the bible on Markov chains in general state spaces is back.

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: S P Meyn; R L Tweedie
ISBN: 9780521731829 0521731828
OCLC Number: 295002246
Description: xxviii, 594 pages : illustrations ; 25 cm.
Contents: List of figures; Prologue to the second edition Peter W. Glynn; Preface to the second edition Sean Meyn; Preface to the first edition; Part I. Communication and Regeneration: 1. Heuristics; 2. Markov models; 3. Transition probabilities; 4. Irreducibility; 5. Pseudo-atoms; 6. Topology and continuity; 7. The nonlinear state space model; Part II. Stability Structures: 8. Transience and recurrence; 9. Harris and topological recurrence; 10. The existence of PI; 11. Drift and regularity; 12. Invariance and tightness; Part III. Convergence: 13. Ergodicity; 14. f-Ergodicity and f-regularity; 15. Geometric ergodicity; 16. V-Uniform ergodicity; 17. Sample paths and limit theorems; 18. Positivity; 19. Generalized classification criteria; 20. Epilogue to the second edition; Part IV. Appendices: A. Mud maps; B. Testing for stability; C. Glossary of model assumptions; D. Some mathematical background; Bibliography; Indexes.
Series Title: Communications and control engineering series.
Responsibility: Sean Meyn and Richard L. Tweedie.
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'This second edition remains true to the remarkable standards of scholarship established by the first edition ... it will no doubt be a very welcome addition to the literature.' Peter W. Glynn, Read more...

 
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