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Markov chains and stochastic stability

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Author(s): Sean P. Meyn, Richard L. Tweedie
Series: Communications and Control Engineering Series
Publisher: Springer-Verlag
Year: 1993

Language: English
Pages: 562

Title......Page 1
Contents......Page 2
Preface......Page 6
1. Heuristics......Page 14
2. Markov Models......Page 35
3. Transition Probabilities......Page 68
4. Irreducibility......Page 95
5. Pseudo-atoms......Page 116
6. Topology and Continuity......Page 143
7. The Nonlinear State Space Model......Page 166
8. Transience and Recurrence......Page 188
9. Harris and Topological Recurrence......Page 216
10. The Existence of pi......Page 246
11. Drift and Regularity......Page 272
12. Invariance and Tightness......Page 302
13. Ergodicity......Page 324
14. f-Ergodicity and f-Regularity......Page 345
15. Geometric Ergodicity......Page 369
16. V-Uniform Ergodicity......Page 398
17. Sample Paths and Limit Theorems......Page 426
18. Positivity......Page 462
19. Generalized Classification Criteria......Page 481
IV. APPENDICES......Page 508
References......Page 542
Index......Page 556
Symbols Index......Page 561