Grundlehren der mathematischen Wissenschaften

Markov Chains

With Stationary Transition Probabilities

Authors: Chung, Kai Lai

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About this book

From the reviews:

J. Neveu, 1962 in Zentralblatt für Mathematik, 92.Band Heft 2, p. 343: "Ce livre écrit par l'un des plus éminents spécialistes en la matière, est un exposé très détaillé de la théorie des processus de Markov définis sur un espace dénombrable d'états et homogènes dans le temps (chaines stationnaires de Markov)."   

N.Jain, 2008 in Selected Works of Kai Lai Chung, edited by Farid AitSahlia (University of Florida, USA), Elton Hsu (Northwestern University, USA), & Ruth Williams (University of California-San Diego, USA), Chapter 1, p. 15: "This monograph deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). [...] Much of Kai Lai's fundamental work in the field is included in this monograph. Here, for the first time, Kai Lai gave a systematic exposition of the subject which includes classification of states, ratio ergodic theorems, and limit theorems for functionals of the chain."  

Table of contents (2 chapter)

  • Discrete parameter

    Kai Lai Chung

    Pages 1-118

    Buy Chapter $29.95
  • Continuous parameter

    Kai Lai Chung

    Pages 119-291

    Buy Chapter $29.95
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Buy this book

eBook $39.99 net
( price for USA )
  • ISBN 978-3-642-62015-7
  • digitally watermarked, no DRM
  • included format: PDF
  • eBooks can be used on all Reading Devices
Hardcover $89.99 net
( price for USA )
  • ISBN 978-3-540-03822-1
  • free shipping for individuals worldwide
  • usually dispatched within 3 to 5 business days
Softcover $59.50 net
( price for USA )
  • ISBN 978-3-642-62017-1
  • free shipping for individuals worldwide
  • usually dispatched within 3 to 5 business days

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Bibliographic Information

Bibliographic Information
Book Title
Markov Chains
Book Subtitle
With Stationary Transition Probabilities
Series Title
Grundlehren der mathematischen Wissenschaften
Series Volume
104
Copyright
1967
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-62015-7
DOI
10.1007/978-3-642-62015-7
Hardcover ISBN
978-3-540-03822-1
Softcover ISBN
978-3-642-62017-1
Series ISSN
0072-7830
Edition Number
2
Topics