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Markov Chains and Stochastic Stability 2nd Ed~tqw~ darksiderg

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INFO

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Title................: Markov Chains and Stochastic Stability 2nd Ed

Type.................: Ebook

Reader...............: PDF Reader

Size.................: 7.52 MB

Torrent Hash.........: BA59DEA45C39C515168BE26D4952E94249C5A885

Posted by............: ~tqw~



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CONTENTS

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Synopsis:

The bible on Markov Chains in general state spaces has been brought up to 

date to reflect developments in the field since 1996 - many of them sparked 

by publication of the first edition.



Table Of Contents:

List of figures xi

Prologue to the Second edition, Peter W. Glynn xiii

Preface to the second edition, Sean Meyn xvii

Preface to the first edition xxi

I Communication and Regeneration 1

1 Heuristics 3

2 Markov models 21

3 Transition probabilities 48

4 Irreducibility 75

5 Pseudo-atoms 96

6 Topology and continuity 123

7 The nonlinear state space model 146

II Stability Structures 169

8 Transience and recurrence 171

9 Harris and topological recurrence 199

10 The existence of p 229

11 Drift and regularity 256

12 Invariance and tightness 288

III Convergence 311

13 Ergodicity 313

14 f-Ergodicity and f-regularity 336

15 Geometric ergodicity 362

16 V-Uniform ergodicity 392

17 Sample paths and limit theorems 421

18 Positivity 462

20 Epilogue to the second edition 510

IV Appendices 529

A Mud maps 532

B Testing for stability 538

C Glossary of models assumptions 543

D Some mathematical background 552

Bibliography 567

Indexes 587

General index 587

Symbols 593 



Product Details:

    * ISBN: 0521731828

    * ISBN-13: 9780521731829

    * Format: Paperback, 622pp

    * Publisher: Cambridge University Press

    * Pub. Date: May 2009

    * Edition Number: 2



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Greetz Fellow UL'ers

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       mazuki `jedi Flatline newartriot aXXo KingBen Paulx1 unisonband

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