Accession Number:

AD0736390

Title:

Markov Chains,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV BERKELEY DEPT OF STATISTICS

Personal Author(s):

Report Date:

1970-07-01

Pagination or Media Count:

398.0

Abstract:

This book, part of a trilogy covering the field of Markov processes, provides a readable and constructive treatment of Markov chains. It contains some of the authors own research and many of the proofs are new. It includes material not usually available in textbooks, such as invariance principles for functionals of a Markov chain, Kolmogorovs inequality on the concentration function, the boundary, and the construction of a variety of continuous-time chains from their jump processes and holding times. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE