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MARC 21

Markov Chains: With Stationary Transition Probabilities
Tag Description
020$a9783642620157
082$a519.2
099$aOnline resource: Springer
100$aChung, Kai Lai.$d1917-2009.
245$aMarkov Chains$h[EBook]$bWith Stationary Transition Probabilities$cby Kai Lai Chung.
250$aSecond Edition.
260$aBerlin, Heidelberg$bSpringer$c1967.
300$aXI, 301 pages$bonline resource.
336$atext
338$aonline resource
440$aGrundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics,$x0072-7830 ;$v104
505$aI. Discrete Parameter -- § 1. Fundamental definitions -- § 2. Transition probabilities -- § 3. Classification of states -- § 4. Recurrence -- § 5. Criteria and examples -- § 6. The main limit theorem -- § 7. Various complements -- § 8. Repetitive pattern and renewal process -- § 9. Taboo probabilities -- § 10. The generating function -- § 11. The moments of first entrance time distributions -- § 12. A random walk example -- § 13. System theorems -- § 14. Functionals and associated random variables -- § 15. Ergodic theorems -- § 16. Further limit theorems -- § 17. Almost closed and sojourn sets -- II. Continuous Parameter -- § 1. Transition matrix: basic properties -- § 2. Standard transition matrix -- § 3. Differentiability -- § 4. Definitions and measure-theoretic foundations -- § 5. The sets of constancy -- § 6. Continuity properties of sample functions -- § 7. Further specifications of the process -- § 8. Optional random variable -- § 9. Strong Markov property -- § 10. Classification of states -- § 11. Taboo probability functions -- § 12. Last exit time -- § 13. Ratio limit theorems; discrete approximations -- § 14. Functionals -- § 15. Post-exit process -- § 16. Imbedded renewal process -- § 17. The two systems of differential equations -- § 18. The minimal solution -- § 19. The first infinity -- § 20. Examples.
538$aOnline access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
710$aSpringerLink (Online service)
830$aGrundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics,$v104
856$uhttp://dx.doi.org/10.1007/978-3-642-62015-7
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