Markov Chains by Randal Douc

Markov Chains by Randal Douc

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeperthan that needed to study countable state space (very little measure theory is required). Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.

Randal Douc is a Professor in the CITI Department at Telecom SudParis. His research interests include parameter estimation in general Hidden Markov models and Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo methods.
Eric Moulines is a Professor at Ecole Polytechnique's Applied Mathematics Center (CMAP, UMR Ecole Polytechnique/CNRS).  
Pierre Priouret is a Professor at Université Pierre et Marie Curie
Philippe Soulier is a professor at Université de Paris-Nanterre

SKU	Unavailable
ISBN 13	9783319977034
ISBN 10	3319977032
Title	Markov Chains
Author	Randal Douc
Series	Springer Series In Operations Research And Financial Engineering
Condition	Unavailable
Binding Type	Hardback
Publisher	Springer International Publishing AG
Year published	2019-01-03
Number of pages	757
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable