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Markov Chains: With Stationary Transition Probabilities

Markov Chains: With Stationary Transition Probabilities
Catalogue Information
Field name Details
Dewey Class 519.2
Title Markov Chains ([EBook]) : With Stationary Transition Probabilities / by Kai Lai Chung.
Author Chung, Kai Lai , 1917-2009
Other name(s) SpringerLink (Online service)
Edition statement Second Edition.
Publication Berlin, Heidelberg : Springer , 1967.
Physical Details XI, 301 pages : online resource.
Series Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics 0072-7830 ; ; 104
ISBN 9783642620157
Contents note I. Discrete Parameter -- § 1. Fundamental definitions -- § 2. Transition probabilities -- § 3. Classification of states -- § 4. Recurrence -- § 5. Criteria and examples -- § 6. The main limit theorem -- § 7. Various complements -- § 8. Repetitive pattern and renewal process -- § 9. Taboo probabilities -- § 10. The generating function -- § 11. The moments of first entrance time distributions -- § 12. A random walk example -- § 13. System theorems -- § 14. Functionals and associated random variables -- § 15. Ergodic theorems -- § 16. Further limit theorems -- § 17. Almost closed and sojourn sets -- II. Continuous Parameter -- § 1. Transition matrix: basic properties -- § 2. Standard transition matrix -- § 3. Differentiability -- § 4. Definitions and measure-theoretic foundations -- § 5. The sets of constancy -- § 6. Continuity properties of sample functions -- § 7. Further specifications of the process -- § 8. Optional random variable -- § 9. Strong Markov property -- § 10. Classification of states -- § 11. Taboo probability functions -- § 12. Last exit time -- § 13. Ratio limit theorems; discrete approximations -- § 14. Functionals -- § 15. Post-exit process -- § 16. Imbedded renewal process -- § 17. The two systems of differential equations -- § 18. The minimal solution -- § 19. The first infinity -- § 20. Examples.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/978-3-642-62015-7
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