Markov chains /

Saved in:
Bibliographic Details
Author / Creator:Revuz, D.
Imprint:Amsterdam : North-Holland Pub. Co. ; New York : American Elsevier, 1975.
Description:x, 336 p. ; 23 cm.
Language:English
Series:North-Holland mathematical library ; v. 11
Subject:Markov processes
Markov processes.
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/56992
Hidden Bibliographic Details
ISBN:0444107525 (American Elsevier) : fl 85.00
Notes:Includes index.
Bibliography: p. 325-334.
Description
Summary:This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated Chacon-Ornstein theorem are examined in detail.The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact abelian groups. Further chapters develop renewal theory, an introduction to Martin boundary and the study of chains recurrent in the Harris sense. Finally, the last chapter deals with the construction of chains starting from a kernel satisfying some kind of maximum principle.
Item Description:Includes index.
Physical Description:x, 336 p. ; 23 cm.
Bibliography:Bibliography: p. 325-334.
ISBN:0444107525 (American Elsevier) : fl 85.00