Books Year : 2018

Markov chains

Abstract

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
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Dates and versions

hal-02022651 , version 1 (13-01-2025)

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Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier. Markov chains. Springer, pp.757, 2018, Operation research and financial engineering, Operation research and financial engineering, 978-3-319-97703-4. ⟨10.1007/978-3-319-97704-1⟩. ⟨hal-02022651⟩
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