Author: Sidney C. PortPublisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 68
Book Description
The asymptotic behavior of the quantity E(n) = The summation over all x of M(x) P sub x (V
Limit Theorems Involving Capacities for Recurrent Markov Chains
Author: Sidney C. PortPublisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 68
Book Description
The asymptotic behavior of the quantity E(n) = The summation over all x of M(x) P sub x (V
Principles of Random Walk
Author: Frank SpitzerPublisher: Springer Science & Business Media
ISBN: 1475742290
Category : Mathematics
Languages : en
Pages : 419
Book Description
This book is devoted exclusively to a very special class of random processes, namely, to random walk on the lattice points of ordinary Euclidian space. The author considers this high degree of specialization worthwhile because the theory of such random walks is far more complete than that of any larger class of Markov chains. Almost 100 pages of examples and problems are included.
U. S. Government Research and Development Reports
Author: Technical Abstract Bulletin
Author: Memorandum
Author: Rand CorporationMemorandum
Author: Markov Chains
Author: D. RevuzPublisher: Elsevier
ISBN: 0080880223
Category : Mathematics
Languages : en
Pages : 389
Book Description
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.
Government-wide Index to Federal Research & Development Reports
Author: Publisher:
ISBN:
Category : Government publications
Languages : en
Pages : 760
Book Description
Author: 
Author: