Markov Chains

Eric Moulines, Philippe Soulier, Pierre Priouret, Randal Douc

Springer International Publishing AG, 2019

110,50 €On orderDelivery: 2-3 weeks

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. 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.

ISBN-13
9783319977034
ISBN-10
3319977032
Publisher
Springer International Publishing AG
Year
2019
Publication date
2019-01-03
Pages
757
Dimensions
167x242x37
Weight
1364