Markov chain Monte Carlo in practice
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Markov chain Monte Carlo in practice
by Spiegelhalter, D. J., Gilks, W. R., Richardson, S.
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Type: Book
"The purpose of this book is to study the large deviations for empirical measures and vector-valued additive functionals of Markov chains with general state space. Under suitable recurrence conditions, the ergodic theorem for additive functionals of a Markov chain asserts the al…
This volume provides a systematic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions.
In this rigorous account the author studies both discrete-time and continuous-time chains . A distinguishing feature is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications to simulation, …
Gaussian processes
by Hida, Takeyuki, Hitsuda, Masuyuki
fromTranslations of mathematical monographs
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Type: Book
