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Markov Chains and Stochastic Stability by S.P. Meyn, R.L. Tweedie

 
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Ebook Details

Author
S.P. Meyn, R.L. Tweedie
Publisher
Springer 2005
ISBN/ASIN
0521731828
Size
7.1MB
Format
PDF
Number of pages
567

This book describes the modern theory of general state space Markov chains, and the application of that theory to operations research, time series analysis, and systems and control theory. 

It is intended as an advanced graduate text in any of these areas, as well as being a research monograph incorporating a new and thorough treatment of the stability of general Markov chains. Many of the theoretical results appear here for the first time, and much of the theory and the models which are used to illustrate the theory, and to provide extensions of the theory in special cases, have not previously been brought together in book form. This book thus provides a readable account of the development over the last two decades of a fundamental and applicable area of stochastic processes, and as such will be of value not only in probability theory but in the many discplines where these models form the basis of analysis.

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