Markov Chains and Stochastic Stability

Description

New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.

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Other editions

• 

  Markov Chains and Stochastic Stability

  • 2009-04-02
  • 595 pages
  • Ebook
  • Cambridge University Press
• 

  Markov Chains and Stochastic Stability

  • 2012-12-06
  • 559 pages
  • Ebook
  • Springer Science & Business Media

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