Markov Chains on Metric Spaces: A Short Course (Universitext)
-10%
Availability: In Stock

Markov Chains on Metric Spaces: A Short Course (Universitext)

SKU: 9783031118210

Original price was: ₹5,749.20.Current price is: ₹5,174.28.

Explore the fascinating world of discrete-time Markov chains on metric spaces with ‘Markov Chains on Metric Spaces: A Short Course’ from the Universitext series. This essential book, ideal for graduate students in probability theory and ergodic theory, delves into the ergodic properties and long-term statistical behavior of these dynamic systems. Discover key concepts like invariant probability measures, irreducibility, recurrence, and convergence to equilibrium. The text utilizes powerful tools such as Lyapunov functions, petite sets, and coupling, illustrating theory with diverse examples like random contractions and stochastic differential equations. A perfect resource for advanced courses, this book requires a foundation in measure-theoretic probability and familiarity with basic Markov chains.

5 in stock

Category: Tag:

Description

  • ISBN-10: 3031118219
  • ISBN-13: 978-3031118210
  • Edition: 1st ed. 2022
  • Publication date: 22 November 2022
  • Part of series: Universitext
  • Language: English
  • Dimensions: 15.5 x 1.24 x 23.5 cm
  • Print length: 197 pages

Related products