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Markov Chains : With Stationary Transition Probabilities / by Kai Lai Chung
(Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics. ISSN:21969701 ; 104)
Edition | 2nd ed. 1967. |
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Publisher | (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer) |
Year | 1967 |
Size | XI, 301 p : online resource |
Authors | *Chung, Kai Lai author SpringerLink (Online service) |
Subjects | LCSH:Probabilities FREE:Probability Theory |
Notes | I. Discrete Parameter -- § 1. Fundamental definitions -- § 2. Transition probabilities -- § 3. Classification of states -- § 4. Recurrence -- § 5. Criteria and examples -- § 6. The main limit theorem -- § 7. Various complements -- § 8. Repetitive pattern and renewal process -- § 9. Taboo probabilities -- § 10. The generating function -- § 11. The moments of first entrance time distributions -- § 12. A random walk example -- § 13. System theorems -- § 14. Functionals and associated random variables -- § 15. Ergodic theorems -- § 16. Further limit theorems -- § 17. Almost closed and sojourn sets -- II. Continuous Parameter -- § 1. Transition matrix: basic properties -- § 2. Standard transition matrix -- § 3. Differentiability -- § 4. Definitions and measure-theoretic foundations -- § 5. The sets of constancy -- § 6. Continuity properties of sample functions -- § 7. Further specifications of the process -- § 8. Optional random variable -- § 9. Strong Markov property -- § 10. Classification of states -- § 11. Taboo probability functions -- § 12. Last exit time -- § 13. Ratio limit theorems; discrete approximations -- § 14. Functionals -- § 15. Post-exit process -- § 16. Imbedded renewal process -- § 17. The two systems of differential equations -- § 18. The minimal solution -- § 19. The first infinity -- § 20. Examples HTTP:URL=https://doi.org/10.1007/978-3-642-62015-7 |
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E-Book | Location | Media type | Volume | Call No. | Status | Reserve | Comments | ISBN | Printed | Restriction | Designated Book | Barcode No. |
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E-Book | オンライン | 電子ブック |
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Springer eBooks | 9783642620157 |
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EB00204923 |
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Material Type | E-Book |
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Classification | LCC:QA273.A1-274.9 DC23:519.2 |
ID | 4000110155 |
ISBN | 9783642620157 |
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