Markov Chains
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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.
| Autor: | Moulines, Eric; Stoffer, David S.; Douc, Randal |
| Nakladatel: | Springer International Publishing AG |
| ISBN: | 9783319977034 |
| Rok vydání: | 2019 |
| Jazyk : | Angličtina |
| Vazba: | Hardback |
| Počet stran: | 757 |
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