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General irreducible Markov chains an...

Nummelin, Esa.

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General irreducible Markov chains and non-negative operators

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	General irreducible Markov chains and non-negative operators/ Esa Nummelin.
其他題名:	General Irreducible Markov Chains & Non-Negative Operators
作者:	Nummelin, Esa.
出版者:	Cambridge :Cambridge University Press, : 1984.,
面頁冊數:	xi, 156 p. :ill., digital ;24 cm.
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Markov processes. -
電子資源:	https://doi.org/10.1017/CBO9780511526237
ISBN:	9780511526237

General irreducible Markov chains and non-negative operators
Nummelin, Esa.

General irreducible Markov chains and non-negative operators[electronic resource] /General Irreducible Markov Chains & Non-Negative OperatorsEsa Nummelin. - Cambridge :Cambridge University Press,1984. - xi, 156 p. :ill., digital ;24 cm. - Cambridge tracts in mathematics ;83. - Cambridge tracts in mathematics ;83..

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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.

ISBN: 9780511526237Subjects--Topical Terms:

532104
Markov processes.

LC Class. No.: QA274.7 / .N85 1984

Dewey Class. No.: 519.233

General irreducible Markov chains and non-negative operators
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520 $a 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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