Markov Chains (Record no. 60121)
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000 -LEADER | |
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fixed length control field | 01799 a2200241 4500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 240520b |||||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9780444864000 (HB) |
041 ## - LANGUAGE CODE | |
Language code of text/sound track or separate title | eng |
080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
Universal Decimal Classification number | 519.21 |
Item number | REV |
100 ## - MAIN ENTRY--AUTHOR NAME | |
Personal name | Revuz, D. |
245 ## - TITLE STATEMENT | |
Title | Markov Chains |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Name of publisher | North-Holland |
Year of publication | 1984 |
Place of publication | Amsterdam |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | xi, 374p. |
490 ## - SERIES STATEMENT | |
Series statement | North-Holland Mathematical Library |
Volume number/sequential designation | 11 |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc | Includes References (356-370) |
505 ## - FORMATTED CONTENTS NOTE | |
Formatted contents note | 1. Transition Probabilities Markov Chains<br/>2. Potential Theory<br/>3. Transcience and Recurrence<br/>4. Pointwise Ergodic Theory<br/>5. Transient Random Walks<br/>6. Ergodic Theory of Harris Chains<br/>7. Martin Boundary <br/>8. Potential Theory for Harris Chains<br/>9. Recurrent Random Walks<br/>10. Construction of Markov Chains and Resolvents |
520 ## - SUMMARY, ETC. | |
Summary, etc | This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated Chacon-Ornstein theorem are examined in detail. The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact abelian groups. Further chapters develop renewal theory, an introduction to Martin boundary and the study of chains recurrent in the Harris sense. Finally, the last chapter deals with the construction of chains starting from a kernel satisfying some kind of maximum principle. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Markov Processes |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Stochastic Processes |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Probability |
690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
Topical term or geographic name as entry element | Mathematics |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | BOOKS |
Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Shelving location | Full call number | Accession Number | Koha item type |
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IMSc Library | First Floor, Rack No: 35, Shelf No: 28 | 519.21 REV | 77923 | BOOKS |