Markov Chains and Stochastic Stability |
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| Author:
| Meyn, Sean
Tweedie, Richard L. |
| Prologue by:
| Glynn, Peter W. |
| Series title: | Cambridge Mathematical Library |
| ISBN: | 978-0-511-62663-0 |
| Publication Date: | Aug 2012 |
| Publisher: | Cambridge University Press
|
| Book Format: | Digital (delivered electronically) |
| List Price: | AUD $270.00 |
Book Description:
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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.
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.