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Cambridge Tracts in Mathematics : General Irreducible Markov Chains and Non-Negative Operators Series Number 83 - Esa Nummelin

Cambridge Tracts in Mathematics

General Irreducible Markov Chains and Non-Negative Operators Series Number 83

Paperback Published: 2nd August 2004
ISBN: 9780521604949
Number Of Pages: 172

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The purpose of this book is to present the theory of general irreducible Markov chains and to point out the connection between this and the Perron-Frobenius theory of nonnegative operators. The author begins by providing some basic material designed to make the book self-contained, yet his principal aim throughout is to emphasize recent developments. The technique of embedded renewal processes, common in the study of discrete Markov chains, plays a particularly important role. The examples discussed indicate applications to such topics as queueing theory, storage theory, autoregressive processes and renewal theory. The book will therefore be useful to researchers in the theory and applications of Markov chains. It could also be used as a graduate-level textbook for courses on Markov chains or aspects of operator theory.

Preface
Preliminaries
Irreducible kernels
Transience and recurrence
Embedded renewal processes
Positive and null recurrence
Total variation limit theorems
Miscellaneous limit theorems for Harris recurrent Markov chains
Notes and comments
List of symbols and notation
Bibliography
Index
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521604949
ISBN-10: 052160494X
Series: Cambridge Tracts in Mathematics
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 172
Published: 2nd August 2004
Publisher: Cambridge University Press
Country of Publication: GB
Dimensions (cm): 22.23 x 15.24  x 1.27
Weight (kg): 0.27

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