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.
Publisher: Springer International Publishing AG
Author(s): Philippe Soulier
Illustration(s): 1 Tables, color; 1 Illustrations, color; 423 Illustrations, black and white; XVIII, 757 p. 424 illus., 1 illus. in color.
Number of pages: 757
Collection: Springer Series in Operations Research and Financial Engineering