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Topics in the Constructive Theory of Countable Markov Chains - Hardcover

Fayolle, G.; Malyshev, V. A.; Menshikov, M. V.

 
9780521461979: Topics in the Constructive Theory of Countable Markov Chains

Synopsis

Provides methods of analysing Markov chains based on Lyapunov functions.

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Review

Review of the hardback: 'The monograph is an excellent piece of work that gives an original and alternative view on countable Markov chains.' Mededelingen van het Wiskundig Genootschap

Book Description

The main point of the present book is to provide methods of analysing Markov chains based on Lyapunov functions. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.

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