General Irreducible Markov Chains and Non-Negative Operators
by
Esa Nummelin
Book Details
Format
Hardback or Cased Book
Book Series
Cambridge Tracts in Mathematics
ISBN-10
0521250056
ISBN-13
9780521250054
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Oct 18th, 1984
Print length
170 Pages
Weight
385 grams
Product Classification:
Probability & statisticsStochastics
Ksh 6,350.00
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Presents the theory of general irreducible Markov chains and its connection to the Perron-Frobenius theory of nonnegative operators.
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.
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