General Irreducible Markov Chains And Non-negative Operators (cambridge Tracts In Mathematics)
by Esa Nummelin /
2004 / English / PDF
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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.
