Markov chains

by Norris, J. R., (James R.)

Type Book

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Title Statements

Full title :Markov chains / J.R. Norris.

Edition Statements

Publication Date:1997.

Publication Statements

Publisher(s):Cambridge University Press
Place of Publication:New York
Language:eng
Publication Date:1997.

The Physical Object

Description:xvi, 237 pages : : illustrations ; : 26 cm

Edition Identifiers

ISBN:0521481813, 9780521481816, 9780521633963, 0521633966
oclc:ocm41179747
LC Classification:QA274.7
Dewey Decimal:519.233

1. Discrete-time Markov chains. Definition and basic properties -- Class structure -- Hitting times and absorption probabilities -- Strong Markov property -- Recurrence and transience -- ... of random walks -- Invariant distributions -- Convergence to equilibrium -- Time reversal -- Ergodic theorem -- Recurrence relations -- Asymptotics for n! 2. Continuous-time Markov chains I. Q-matrices and their exponentials -- Continuous-time random processes -- Some properties of the exponential distribution -- Poisson processes -- Birth processes -- Jump chain and holding times -- Explosion -- Forward and backward equations -- Non-minimal chains -- Matrix exponentials. 3. Continuous-time Markov chains II. Basic properties -- Class structure -- Hitting times and absorption probabilities -- Recurrence and transience -- Invariant distributions -- Convergence to equilibrium -- Time reversal -- Ergodic theroem.