Markov Chains

by Pierre Priouret, Eric Moulines, Randal Douc

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 overview of the literature.

Part I...

• Format: Hardcover
• Language: English
• ISBN: 3319977032
• ISBN13: 9783319977034
• Release Date: January 2019
• Publisher: Springer
• Length: 757 Pages
• Weight: 3.10 lbs.
• Dimensions: 1.6" x 6.5" x 9.3"