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Title: Markov Chains ([EBook]) : With Stationary Transition Probabilities/ by Kai Lai Chung. Dewey Class: 519.2 Author: Chung, Kai Lai., 1917-2009. Edition statement: Second Edition. Publication: Berlin, Heidelberg : Springer, 1967. Other name(s): SpringerLink (Online service) Physical Details: XI, 301 pages : online resource. Series: Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics,0072-7830 ;; 104 ISBN: 9783642620157 System details note: Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users) Contents note: I. Discrete Parameter -- § 1. Fundamental definitions -- § 2. Transition probabilities -- § 3. Classification of states -- § 4. Recurrence -- § 5. Criteria and examples -- § 6. The main limit theorem -- § 7. Various complements -- § 8. Repetitive pattern and renewal process -- § 9. Taboo probabilities -- § 10. The generating function -- § 11. The moments of first entrance time distributions -- § 12. A random walk example -- § 13. System theorems -- § 14. Functionals and associated random variables -- § 15. Ergodic theorems -- § 16. Further limit theorems -- § 17. Almost closed and sojourn sets -- II. Continuous Parameter -- § 1. Transition matrix: basic properties -- § 2. Standard transition matrix -- § 3. Differentiability -- § 4. Definitions and measure-theoretic foundations -- § 5. The sets of constancy -- § 6. Continuity properties of sample functions -- § 7. Further specifications of the process -- § 8. Optional random variable -- § 9. Strong Markov property -- § 10. Classification of states -- § 11. Taboo probability functions -- § 12. Last exit time -- § 13. Ratio limit theorems; discrete approximations -- § 14. Functionals -- § 15. Post-exit process -- § 16. Imbedded renewal process -- § 17. The two systems of differential equations -- § 18. The minimal solution -- § 19. The first infinity -- § 20. Examples. ------------------------------ *** Es sind keine Exemplare vorhanden *** -----------------------------------------------
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