Markov Chains by Kai Lai Chung

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Summary

A monograph that deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). [...]. It includes much of Kai Lai's fundamental work.

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Markov Chains by Kai Lai Chung

From the reviews: J. Neveu, 1962 in Zentralblatt fur Mathematik, 92.Band Heft 2, p. 343: "Ce livre ecrit par l'un des plus eminents specialistes en la matiere, est un expose tres detaille de la theorie des processus de Markov definis sur un espace denombrable d'etats et homogenes 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."

Kai Lai Chung is an Emeritus Professor of Probability Theory at Stanford University, where he has taught for the past 30 years.

SKU Unavailable
ISBN 13 9783540038221
ISBN 10 3540038221
Title Markov Chains
Author Kai Lai Chung
Series Grundlehren Der Mathematischen Wissenschaften
Condition Unavailable
Binding Type Hardback
Publisher Springer
Year published 1967-01-01
Number of pages 301
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.