Denumerable Markov Chains - With a chapter of Markov Random Fields by David Griffeath

This textbook provides a systematic treatment of denumerable Markov chains, covering both the foundations of the subject and some in topics in potential theory and boundary theory. It is a discussion of relations among what might be called the descriptive quantities associated with Markov chains-probabilities of events and means of random variables that give insight into the behavior of the chains. The approach, by means of infinite matrices, simplifies the notation, shortens statements and proofs of theorems, and often suggests new results.

Product details

• Authors: John G. Kemeny, Anthony W. Knapp, J. L. Snell
• Publisher: Springer, Berlin
• Languages: English
• Product format: Hardback
• EAN: 9783540901778
• ISBN: 978-3-540-90177-8
• No. of pages: 484
• Weight: 908 g
• Series: Graduate Texts in Mathematics
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics