Markov Chains

With Stationary Transition Probabilities

By:

Kai Lai Chung

Format:

Paperback / softback

Series:

Grundlehren Der Mathematischen Wissenschaften

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Description

From the reviews: J. Neveu, 1962 in Zentralblatt fur Mathematik, 92.Band Heft 2, p. 343: "Ce livre ecrit par l'un des plus eminents specialistes en la matiere, est un expose tres detaille de la theorie des processus de Markov definis sur un espace denombrable d'etats et homogenes 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."

Release date Australia

July 17th, 2012

Author

Kai Lai Chung

Audience

Professional & Vocational

Edition

Softcover reprint of the original 2nd ed. 1967

Illustrations

XI, 301 p.

Pages

301

Series

Grundlehren Der Mathematischen Wissenschaften

Dimensions

156x234x16

ISBN-13

9783642620171

Product ID

21280941

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