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Markov chains

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 carefull...

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Detalles Bibliográficos
Autores principales: Douc, Randal, Moulines, Eric, Priouret, Pierre, Soulier, Philippe
Lenguaje:eng
Publicado: Springer 2018
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-97704-1
http://cds.cern.ch/record/2653099