Markov Chains : With Stationary Transition Probabilities

Kai Lai Chung

ISBN 10: 3540038221 / ISBN 13: 9783540038221

Published by Springer, Berlin, Springer Berlin Heidelberg, Springer, 1967

About this Item

Neuware - From the reviews: J. Neveu, 1962 in Zentralblatt für Mathematik, 92.Band Heft 2, p. 343: 'Ce livre écrit par l'un des plus éminents spécialistes en la matière, est un exposé très détaillé de la théorie des processus de Markov définis sur un espace dénombrable d'états et homogènes dans le temps (chaines stationnaires de Markov).' N.Jain, 2008 in Selected Works of Kai Lai Chung, edited by Farid AitSahlia (University of Florida, USA), Elton Hsu (Northwestern University, USA), & Ruth Williams (University of California-San Diego, USA), Chapter 1, p. 15: 'This monograph deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). [.] Much of Kai Lai's fundamental work in the field is included in this monograph. Here, for the first time, Kai Lai gave a systematic exposition of the subject which includes classification of states, ratio ergodic theorems, and limit theorems for functionals of the chain.'.

Seller Inventory # 9783540038221

Bibliographic Details

• Title: Markov Chains : With Stationary Transition Probabilities
• Publisher: Springer, Berlin, Springer Berlin Heidelberg, Springer
• Publication Date: 1967
• Language: English
• ISBN 10: 3540038221
• ISBN 13: 9783540038221
• Binding: Buch
• Edition: 2nd Edition
• Condition: Neu
• Dimensions: 243W x 156H x 21D millimeters 243 millimeters width by 156 millimeters height by 21 millimeters depth
• Weight: 610 grams

About this title

Synopsis

From the reviews:

J. Neveu, 1962 in Zentralblatt für Mathematik, 92.Band Heft 2, p. 343: "Ce livre écrit par l'un des plus éminents spécialistes en la matière, est un exposé très détaillé de la théorie des processus de Markov définis sur un espace dénombrable d'états et homogènes dans le temps (chaines stationnaires de Markov)."   

N.Jain, 2008 in Selected Works of Kai Lai Chung, edited by Farid AitSahlia (University of Florida, USA), Elton Hsu (Northwestern University, USA), & Ruth Williams (University of California-San Diego, USA), Chapter 1, p. 15: "This monograph deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). [...] Much of Kai Lai's fundamental work in the field is included in this monograph. Here, for the first time, Kai Lai gave a systematic exposition of the subject which includes classification of states, ratio ergodic theorems, and limit theorems for functionals of the chain."