ENGLISH

Markov Chains

By Daniel Revuz

Book information

Publisher
North-Holland
Year
2005
ISBN
9780444864000, 0444864008
LCC
QA274.7 .R45 1984
Open Library ID
OL3169474M
Language
english
Format
PDF
Filesize
18 MB (19051263 bytes)
Series
North-Holland mathematical library 11
Edition
Rev. ed
Pages
389\389
Time added
2010-02-18 13:16:04

Description

This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated Chacon-Ornstein theorem are examined in detail. The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact abelian groups. Further chapters develop renewal theory, an introduction to Martin boundary and the study of chains recurrent in the Harris sense. Finally, the last chapter deals with the construction of chains starting from a kernel satisfying some kind of maximum principle.

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