Markov Chains and Stochastic Stability
Author | : Sean Meyn |
Publisher | : Cambridge University Press |
Total Pages | : 623 |
Release | : 2009-04-02 |
ISBN-10 | : 9780521731829 |
ISBN-13 | : 0521731828 |
Rating | : 4/5 (828 Downloads) |
Download or read book Markov Chains and Stochastic Stability written by Sean Meyn and published by Cambridge University Press. This book was released on 2009-04-02 with total page 623 pages. Available in PDF, EPUB and Kindle. Book excerpt: New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.