Markov chains /

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Bibliographic Details
Author / Creator:Revuz, D.
Edition:Rev. ed.
Imprint:Amsterdam ; New York : North-Holland, 1984.
Description:xi, 374 p. ; 23 cm.
Language:English
Series:North-Holland mathematical library v. 11
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/797874
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ISBN:0444864008 (U.S.)
Notes:Includes index.
Bibliography: p. 356-370.
Table of Contents:
  • Transition Probabilities
  • Markov Chains
  • Potential Theory
  • Transcience and Recurrence
  • Pointwise Ergodic Theory
  • Transient Random Walks
  • Ergodic Theory of Harris Chains
  • Martin Boundary
  • Potential Theory for Harris Chains
  • Recurrent Random Walks
  • Construction of Markov Chains and Resolvents