Markov chains /
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...
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Bibliographic Details
| Main Authors: |
Douc, Randal
(Author),
Moulines, Eric
(Author),
Priouret, P. (Pierre), 1939-
(Author),
Soulier, Philippe, Prof
(Author) |
| Format: | Book
|
| Language: | English |
| Published: |
Cham, Switzerland :
Springer Nature,
[2018].
|
| Series: | Springer series in operations research.
|
| Subjects: | |