Markov Chains (Record no. 60121)

000 -LEADER
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
Holdings
Withdrawn status Lost status Damaged status Not for loan Current library Shelving location Full call number Accession Number Koha item type
        IMSc Library First Floor, Rack No: 35, Shelf No: 28 519.21 REV 77923 BOOKS
The Institute of Mathematical Sciences, Chennai, India

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