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  1. Bog
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Markov Chains
Af: Philippe Soulier, Eric Moulines, Randal Douc, Pierre Priouret
Engelsk
Bogcover for Markov Chains af Philippe Soulier, Eric Moulines, Randal Douc, Pierre Priouret, 9783319977034
Specifikationer
Sprog:
Engelsk
Sider:
757
ISBN-13:
9783319977034
Indbinding:
Hardback
ISBN-10:
3319977032
Kategori:
Udg. Dato:
3 jan 2019
Størrelse i cm:
16,7 x 24,2 x 3,7
Forlag:
Serie:
Oplagsdato:
3 jan 2019
Forfatter(e):
Genre:

Markov Chains

Af: Philippe Soulier, Eric Moulines, Randal Douc, Pierre Priouret
Engelsk
Hardback 2019
Format:
Hardback
Bog beskrivelse

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature.

Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeper than that needed to study countable state space (very little measure theory is required).

Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.

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Specifikationer
Sprog:
Engelsk
Sider:
757
ISBN-13:
9783319977034
Indbinding:
Hardback
ISBN-10:
3319977032
Kategori:
Udg. Dato:
3 jan 2019
Størrelse i cm:
16,7 x 24,2 x 3,7
Forlag:
Serie:
Oplagsdato:
3 jan 2019
Forfatter(e):
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