Markov Chains

Markov Chains

Versandkostenfrei!
Versandfertig in 6-10 Tagen
65,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
33 °P sammeln!
This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature.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, relyin...