Markov Chains With Stationary Transition Probabilities
Free Download Markov Chains: With Stationary Transition Probabilities by Kai Lai Chung
English | PDF | 1967 | 312 Pages | ISBN : 3540038221 | 23.3 MB
In this revised edition I have added some new material as well as making corrections and improvements. In Part I the additions (in §§ 9, 10, 11) are a few results closely related to the original text and illustrative of the method of taboos. In Part II the major additions have to do with the boundary theory; these include "fine topology" in § 11, "Martin boundary" and "entrance law" in § 19. The old Addenda have been expanded into the new § 12, some of the developments there being also germane to the boundary theory. It is hoped that these efforts have now brought the reader right up to the edge of the boundary. A number of selected items have been inserted in the Bibliography as a further guide to the latest literature on the above-mentioned and other topics.
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