Markov Chains: With Stationary Transition Probabilities
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Bibliographic Details
Main Author: Chung, Kai Lai 1917-2009 (Author)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1967
Edition:Second Edition
Series:Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics 104
Subjects:
Online Access:Volltext
Item Description:From the reviews: J. Neveu, 1962 in Zentralblatt für Mathematik, 92.Band Heft 2, p. 343: "Ce livre écrit par l'un des plus éminents spécialistes en la matière, est un exposé très détaillé de la théorie des processus de Markov définis sur un espace dénombrable d'états et homogènes dans le temps (chaines stationnaires de Markov)."    N.Jain, 2008 in Selected Works of Kai Lai Chung, edited by Farid AitSahlia (University of Florida, USA), Elton Hsu (Northwestern University, USA), & Ruth Williams (University of California-San Diego, USA), Chapter 1, p. 15: "This monograph deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). [...] Much of Kai Lai's fundamental work in the field is included in this monograph. Here, for the first time, Kai Lai gave a systematic exposition of the subject which includes classification of states, ratio ergodic theorems, and limit theorems for functionals of the chain."  
Physical Description:1 Online-Ressource (XI, 301 p)
ISBN:9783642620157
9783642620171
ISSN:0072-7830
DOI:10.1007/978-3-642-62015-7

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