Markov chains and stochastic stability
Auteur :
Meyn, Sean / Tweedie, Richard L.
Éditeur :
Cambridge University Press
ISBN :
9780521731829
Date de publication :
2 avr. 2009
Dimensions :
24,7 x 17,4 x 3,2 cm
Poids :
1120 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.