Markov chains and stochastic stability /
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| Author / Creator: | Meyn, S. P. (Sean P.) |
|---|---|
| Edition: | 2nd ed. |
| Imprint: | Cambridge ; New York : Cambridge University Press, 2009. |
| Description: | xxviii, 594 p. : ill. ; 25 cm. |
| Language: | English |
| Series: | Communications and control engineering series Communications and control engineering series. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/7705976 |
MARC
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| 100 | 1 | |a Meyn, S. P. |q (Sean P.) |0 http://id.loc.gov/authorities/names/n93079885 |1 http://viaf.org/viaf/57295334 | |
| 245 | 1 | 0 | |a Markov chains and stochastic stability / |c Sean Meyn and Richard L. Tweedie. |
| 250 | |a 2nd ed. | ||
| 260 | |a Cambridge ; |a New York : |b Cambridge University Press, |c 2009. | ||
| 300 | |a xxviii, 594 p. : |b ill. ; |c 25 cm. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
| 338 | |a volume |b nc |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/nc | ||
| 490 | 1 | |a Communications and control engineering series | |
| 504 | |a Includes bibliographical references (p. 567-586) and index. | ||
| 505 | 0 | |a List of figures; Prologue to the second edition Peter W. Glynn; Preface to the second edition Sean Meyn; Preface to the first edition; Part I. Communication and Regeneration: 1. Heuristics; 2. Markov models; 3. Transition probabilities; 4. Irreducibility; 5. Pseudo-atoms; 6. Topology and continuity; 7. The nonlinear state space model; Part II. Stability Structures: 8. Transience and recurrence; 9. Harris and topological recurrence; 10. The existence of PI; 11. Drift and regularity; 12. Invariance and tightness; Part III. Convergence: 13. Ergodicity; 14. f-Ergodicity and f-regularity; 15. Geometric ergodicity; 16. V-Uniform ergodicity; 17. Sample paths and limit theorems; 18. Positivity; 19. Generalized classification criteria; 20. Epilogue to the second edition; Part IV. Appendices: A. Mud maps; B. Testing for stability; C. Glossary of model assumptions; D. Some mathematical background; Bibliography; Indexes. | |
| 650 | 0 | |a Markov processes. |0 http://id.loc.gov/authorities/subjects/sh85081369 | |
| 650 | 0 | 7 | |a Markov-Kette. |2 swd |
| 650 | 0 | 7 | |a Markov-Kette. |0 (DE-588)4037612-6 |2 gnd |
| 650 | 0 | 7 | |a Markov-Prozess. |0 (DE-588)4134948-9 |2 gnd |
| 650 | 0 | 7 | |a Zeitreihenanalyse. |0 (DE-588)4067486-1 |2 gnd |
| 650 | 0 | 7 | |a Zustandsraum. |0 (DE-588)4132647-7 |2 gnd |
| 653 | 0 | |a Markov processes | |
| 650 | 7 | |a Markov processes. |2 fast |0 http://id.worldcat.org/fast/fst01010347 | |
| 700 | 1 | |a Tweedie, R. L. |q (Richard L.) |0 http://id.loc.gov/authorities/names/n93079890 |1 http://viaf.org/viaf/35136982 | |
| 830 | 0 | |a Communications and control engineering series. |0 http://id.loc.gov/authorities/names/n42007988 | |
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| 927 | |t Library of Congress classification |a QA274.7 .M49 2009 |l JCL |c JCL-Sci |e CRERAR |b 089121980 |i 8598463 | ||
