000			01799 a2200241 4500
008			240520b |||||||| |||| 00| 0 eng d
020			_a9780444864000 (HB)
041			_aeng
080			_a519.21 _bREV
100			_aRevuz, D.
245			_aMarkov Chains
260			_bNorth-Holland _c1984 _aAmsterdam
300			_axi, 374p.
490			_aNorth-Holland Mathematical Library _v11
504			_aIncludes References (356-370)
505			_a1. Transition Probabilities Markov Chains 2. Potential Theory 3. Transcience and Recurrence 4. Pointwise Ergodic Theory 5. Transient Random Walks 6. Ergodic Theory of Harris Chains 7. Martin Boundary 8. Potential Theory for Harris Chains 9. Recurrent Random Walks 10. Construction of Markov Chains and Resolvents
520			_aThis 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			_aMarkov Processes
650			_aStochastic Processes
650			_aProbability
690			_aMathematics
942			_cBK
999			_c60121 _d60121