Markov chains and stochastic stability /
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| Author / Creator: | Meyn, S. P. (Sean P.) |
|---|---|
| Imprint: | London ; New York : Springer-Verlag, c1993. |
| Description: | xvi, 548 p. : ill. ; 24 cm. |
| Language: | English |
| Series: | Communications and control engineering series |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/1633227 |
Table of Contents:
- I. Communication and Regeneration. 1. Heuristics. 2. Markov Models. 3. Transition Probabilities. 4. Irreducibility. 5. Pseudo-atoms. 6. Topology and Continuity. 7. The Nonlinear State Space Model
- II. Stability Structures. 8. Transience and Recurrence. 9. Harris and Topological Recurrence. 10. The Existence of [pi]. 11. Drift and Regularity. 12. Invariance and Tightness
- III. Convergence. 13. Ergodicity. 14. f-Ergodicity and f-Regularity. 15. Geometric Ergodicity. 16. V-Uniform Ergodicity. 17. Sample Paths and Limit Theorems. 18. Positivity. 19. Generalized Classification Criteria. IV. Appendices. A. Mud Maps. B. Testing for Stability. C. A Glossary of Model Assumptions. D. Some Mathematical Background.
