This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated Chacon-Ornstein theorem are examined in detail. The second part of the book is at a more advanced level ...

Markov Chains 2005, North-Holland, Amsterdam, Netherlands

ISBN-13: 9780444864000

Rev edition

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Markov Chains 1975, North-Holland

ISBN-13: 9780444107527

Unknown binding

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Markov Chains 1975, Elsevier Science Publishing Co Inc.,U.S., Amsterdam

ISBN-13: 9780720424607

Hardcover

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