Markov chains with asymptotically zero drift: lamperti's problem
Auteur :
Denisov, Denis / Korshunov, Dmitry / Wachtel, Vitali
Éditeur :
Cambridge University Press
ISBN :
9781009554220
Date de publication :
8 mai 2025
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This text provides a comprehensive presentation of results for time-homogeneous Markov chains with asymptotically zero drift. Including novel results and original research, this monograph will interest researchers and graduate students in probability, statistics and their applications.