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" Markov chains with stationary transition probabilities. "
Kai Lai Chung
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BL
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| Record Number
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749112
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| Doc. No
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b569070
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| Main Entry
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Kai Lai Chung
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| Title & Author
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Markov chains with stationary transition probabilities.\ Kai Lai Chung
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| Publication Statement
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Berlin: Springer, 1960
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| Series Statement
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Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen mit besonderer Berücksichtigung der Anwendungsgebiete, Bd. 104.
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| Page. NO
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(ix, 278 pages)
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| ISBN
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3642496865
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: 9783642496868
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| Contents
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I. Discrete Parameter --; § 1. Fundamental definitions --; § 2. Transition probabilities --; § 3. Classification of states --; § 4. Recurrence --; § 5. Criteria and examples --; § 6. The main limit theorem --; § 7. Various complements --; § 8. Repetitive pattern and renewal process --; § 9. Taboo probabilities --; § 10. The generating function --; § 11. The moments of first entrance time distributions --; § 12. A random walk example --; § 13. System theorems --; § 14. Functionals and associated random variables --; § 15. Ergodic theorems --; § 16. Further limit theorems --; § 17. Almost closed and sojourn sets --; II. Continuous Parameter --; § 1. Transition matrix: basic properties --; § 2. Standard transition matrix --; § 3. Differentiability --; § 4. Definitions and measure-theoretic foundations --; § 5. The sets of constancy --; § 6. Continuity properties of sample functions --; § 7. Further specifications of the process --; § 8. Optional random variable --; § 9. Strong Markov property --; § 10. Classification of states --; § 11. Taboo probability functions --; § 12. Ratio limit theorems --; § 13. Discrete approximations --; § 14. Functionals --; § 15. Post-exit process --; § 16. Imbedded renewal process --; § 17. The two systems of differential equations --; § 18. The minimal solution --; § 19. The first infinity --; § 20 Examples --; Addenda.
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| Abstract
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This book presupposes no knowledge of Markov chains but it does assume the elements of general probability theory as given in a modern introductory course.--Preface.
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| Subject
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Markov processes.
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Markov, Processus de.
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Markov-processen.
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| LC Classification
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QA273.K355 1960
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| Added Entry
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Kai Lai Chung
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