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 ov...
Series: Springer Series in Operations Research and Financial Engineering
Hardcover: 745 pages
Publisher: Springer; 1st ed. 2018 edition (November 27, 2018)
Product Dimensions: 6.1 x 9.2 inches
Amazon Rank: 3590703
Format: PDF ePub djvu book
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