| 书目名称 | Markov Chains |
| 编辑 | Randal Douc,Eric Moulines,Philippe Soulier |
| 视频video | |
| 概述 | Includes many results which are published for the first time in a textbook.Many results are illustrated with simple examples.Provides an accessible presentation of important ergodicity results of gene |
| 丛书名称 | Springer Series in Operations Research and Financial Engineering |
| 图书封面 |  |
| 描述 | .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, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeperthan that needed to study countable state space (very little measure theory is required). ..Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric con |
| 出版日期 | Textbook 2018 |
| 关键词 | Markov Chains; Geometric Ergodicity; Ergodic Theory; Markov Property; Potential Theory; Operator Theory; L |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-97704-1 |
| isbn_ebook | 978-3-319-97704-1Series ISSN 1431-8598 Series E-ISSN 2197-1773 |
| issn_series | 1431-8598 |
| copyright | Springer Nature Switzerland AG 2018 |
发表于 2025-3-21 19:51:35
