Markov Chains

• Main Authors: Douc, Randal (Author, http://id.loc.gov/vocabulary/relators/aut), Moulines, Eric (http://id.loc.gov/vocabulary/relators/aut), Priouret, Pierre (http://id.loc.gov/vocabulary/relators/aut), Soulier, Philippe (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Springer Series in Operations Research and Financial Engineering,
• Subjects: Probabilities.; Probability Theory and Stochastic Processes.

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 carefull...