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Markov chains

Author: D Revuz
Publisher: Amsterdam ; New York : North-Holland, 1984.
Series: North-Holland mathematical library, v. 11.
Edition/Format:   Print book : English : Rev. edView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: D Revuz
ISBN: 0444864008 9780444864000
OCLC Number: 9622061
Description: xi, 374 pages ; 23 cm.
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.
Series Title: North-Holland mathematical library, v. 11.
Responsibility: D. Revuz.
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...carefully organized, the proofs are well thought, thorough and elegant. Many problems supplement the material in the text... The first few chapters provide a good introduction to Markov chains for Read more...

 
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