**Markov Chains and Stochastic Stability**

by S.P. Meyn, R.L. Tweedie

**Publisher**: Springer 2005**ISBN/ASIN**: 0521731828**Number of pages**: 567

**Description**:

This book describes the modern theory of general state space Markov chains, and the application of that theory to operations research, time series analysis, and systems and control theory. It is intended as an advanced graduate text in any of these areas, as well as being a research monograph incorporating a new and thorough treatment of the stability of general Markov chains. Many of the theoretical results appear here for the first time, and much of the theory and the models which are used to illustrate the theory, and to provide extensions of the theory in special cases, have not previously been brought together in book form. This book thus provides a readable account of the development over the last two decades of a fundamental and applicable area of stochastic processes, and as such will be of value not only in probability theory but in the many discplines where these models form the basis of analysis.

Download or read it online for free here:

**Download link**

(7.1MB, PDF)

## Similar books

**Basic Data Analysis and More: A Guided Tour Using Python**

by

**O. Melchert**-

**arXiv**

In these lecture notes, a selection of frequently required statistical tools will be introduced and illustrated. They allow to post-process data that stem from, e.g., large-scale numerical simulations (aka sequence of random experiments).

(

**8901**views)

**Principles of Data Analysis**

by

**Cappella Archive**-

**Prasenjit Saha**

This is a short book about the principles of data analysis. The emphasis is on why things are done rather than on exactly how to do them. If you already know something about the subject, then working through this book will deepen your understanding.

(

**9110**views)

**Introduction to Probability and Statistics Using R**

by

**G. Jay Kerns**

A textbook for an undergraduate course in probability and statistics. The prerequisites are two or three semesters of calculus and some linear algebra. Students attending the class include mathematics, engineering, and computer science majors.

(

**4696**views)

**Introduction to Probability, Statistics, and Random Processes**

by

**Hossein Pishro-Nik**-

**Kappa Research, LLC**

This book introduces students to probability, statistics, and stochastic processes. It can be used by both students and practitioners in engineering, sciences, finance, and other fields. It provides a clear and intuitive approach to these topics.

(

**5373**views)