Markov chains
Auteur :
Douc, Randal / Moulines, Eric / Priouret, Pierre / Soulier, Philippe
Éditeur :
Springer International Publishing AG
ISBN :
9783319977034
Date de publication :
3 janv. 2019
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.