Markov chains. (2018)

• Record Type: Book
• Further Information: Note: Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier.
• Authors: Douc, Randal; Moulines, Eric; Priouret, P (Pierre), 1939-; Prof, Soulier, Philippe
• Contents: Part I Foundations.- Markov Chains: Basic Definitions.- Examples of Markov Chains.- Stopping Times and the Strong Markov Property.- Martingales, Harmonic Functions and Polsson-Dirichlet Problems.- Ergodic Theory for Markov Chains.- Part II Irreducible Chains: Basics.- Atomic Chains.- Markov Chains on a Discrete State Space.- Convergence of Atomic Markov Chains.- Small Sets, Irreducibility and Aperiodicity.- Transience, Recurrence and Harris Recurrence.- Splitting Construction and Invariant Measures.- Feller and T-kernels.- Part III Irreducible Chains: Advanced Topics.- Rates of Convergence for Atomic Markov Chains.- Geometric Recurrence and Regularity.- Geometric Rates of Convergence.- (f, r)-recurrence and Regularity.- Subgeometric Rates of Convergence.- Uniform and V-geometric Ergodicity by Operator Methods.- Coupling for Irreducible Kernels.- Part IV Selected Topics.- Convergence in the Wasserstein Distance.- Central Limit Theorems.- Spectral Theory.- Concentration Inequalities.- Appendices.- A Notations.- B Topology, Measure, and Probability.- C Weak Convergence.- D Total and V-total Variation Distances.- E Martingales.- F Mixing Coefficients.- G Solutions to Selected Exercises.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2018
• Extent: 1 online resource (xviii, 757 pages), illustrations (some color)
• Subjects: 519.2/33; Markov processes; Electronic books
• Languages: English
• ISBNs: 9783319977041; 3319977040
• Related ISBNs: 9783319977034; 3319977032
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed December 28, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.