Pub. Date:
Elsevier Science
Markov Chains / Edition 2

Markov Chains / Edition 2

by D. Revuz
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Product Details

ISBN-13: 9780444864000
Publisher: Elsevier Science
Publication date: 11/08/2005
Series: North-Holland Mathematical Library Series , #11
Edition description: REV
Pages: 388
Product dimensions: 9.30(w) x 6.40(h) x 1.20(d)

Table of Contents

Transition Probabilities. Markov Chains. Potential Theory. Transcience and Recurrence. Pointwise Ergodic Theory. Transient Random Walks. Ergodic Theory of Harris Chains. Martin Boundary. Potential Theory for Harris Chains. Recurrent Random Walks. Construction of Markov Chains and Resolvents.

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