Markov chains / Randal Douc, Eric Moulines, Pierre Priouret ...[et al.]
Type de document : MonographieCollection : Springer series in operations research and financial engineeringLangue : anglais.Pays: Swisse.Mention d'édition: 1st ed.Éditeur : Cham : Springer, 2018Description : 1 vol. (xvii-745 p.) ; 24 cmISBN: 9783319977034.ISSN: 1431-8598.Bibliographie : Bibliogr. p. 733-751. Index.Sujet MSC : 60-02, Research exposition (monographs, survey articles) pertaining to probability theory60J10, Probability theory and stochastic processes, Markov chains (discrete-time Markov processes on discrete state spaces)
60J20, Probability theory and stochastic processes, Applications of Markov chains and discrete-time Markov processes on general state spaces
60B10, Probability theory on algebraic and topological structures, Convergence of probability measuresEn-ligne : Springerlink - résumé | zbMath
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Monographie
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CMI Salle 1 | 60 DOU (Browse shelf(Opens below)) | Available | 12544-01 |
Includes many results which are published for the first time in a textbook
Bibliogr. p. 733-751. Index
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 (Springer)
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