Markov chains:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Amsterdam
North-Holland
1984
|
Ausgabe: | Rev. ed |
Schriftenreihe: | North-Holland mathematical library
v. 11 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | 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 Includes bibliographical references (p. 356-370) and index |
Beschreibung: | 1 Online-Ressource (xi, 374 p.) |
ISBN: | 9780444864000 0444864008 |
Internformat
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490 | 0 | |a North-Holland mathematical library |v v. 11 | |
500 | |a 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 | ||
500 | |a Includes bibliographical references (p. 356-370) and index | ||
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Datensatz im Suchindex
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any_adam_object | |
author | Revuz, D. |
author_facet | Revuz, D. |
author_role | aut |
author_sort | Revuz, D. |
author_variant | d r dr |
building | Verbundindex |
bvnumber | BV042317731 |
collection | ZDB-33-ESD ZDB-33-EBS |
ctrlnum | (ZDB-33-EBS)ocn316568513 (OCoLC)316568513 (DE-599)BVBBV042317731 |
dewey-full | 519.2/33 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2/33 |
dewey-search | 519.2/33 |
dewey-sort | 3519.2 233 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
edition | Rev. ed |
format | Electronic eBook |
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id | DE-604.BV042317731 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T01:18:17Z |
institution | BVB |
isbn | 9780444864000 0444864008 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027754722 |
oclc_num | 316568513 |
open_access_boolean | |
owner | DE-1046 |
owner_facet | DE-1046 |
physical | 1 Online-Ressource (xi, 374 p.) |
psigel | ZDB-33-ESD ZDB-33-EBS FAW_PDA_ESD FLA_PDA_ESD |
publishDate | 1984 |
publishDateSearch | 1984 |
publishDateSort | 1984 |
publisher | North-Holland |
record_format | marc |
series2 | North-Holland mathematical library |
spelling | Revuz, D. Verfasser aut Markov chains D. Revuz Rev. ed Amsterdam North-Holland 1984 1 Online-Ressource (xi, 374 p.) txt rdacontent c rdamedia cr rdacarrier North-Holland mathematical library v. 11 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 Includes bibliographical references (p. 356-370) and index Markov, Processus de Markov, processus de ram Markov processes fast Markov processes Markov-Kette (DE-588)4037612-6 gnd rswk-swf Markov-Kette (DE-588)4037612-6 s 1\p DE-604 http://www.sciencedirect.com/science/book/9780444864000 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Revuz, D. Markov chains Markov, Processus de Markov, processus de ram Markov processes fast Markov processes Markov-Kette (DE-588)4037612-6 gnd |
subject_GND | (DE-588)4037612-6 |
title | Markov chains |
title_auth | Markov chains |
title_exact_search | Markov chains |
title_full | Markov chains D. Revuz |
title_fullStr | Markov chains D. Revuz |
title_full_unstemmed | Markov chains D. Revuz |
title_short | Markov chains |
title_sort | markov chains |
topic | Markov, Processus de Markov, processus de ram Markov processes fast Markov processes Markov-Kette (DE-588)4037612-6 gnd |
topic_facet | Markov, Processus de Markov, processus de Markov processes Markov-Kette |
url | http://www.sciencedirect.com/science/book/9780444864000 |
work_keys_str_mv | AT revuzd markovchains |