| 書目名稱 | Markov Chains with Stationary Transition Probabilities | | 編輯 | Kai Lai Chung | | 視頻video | http://file.papertrans.cn/625/624622/624622.mp4 | | 叢書名稱 | Grundlehren der mathematischen Wissenschaften | | 圖書封面 |  | | 描述 | The theory of Markov chains, although a special case of Markov processes, is here developed for its own sake and presented on its own merits. In general, the hypothesis of a denumerable state space, which is the defining hypothesis of what we call a "chain" here, generates more clear-cut questions and demands more precise and definitive an- swers. For example, the principal limit theorem (§§ 1. 6, II. 10), still the object of research for general Markov processes, is here in its neat final form; and the strong Markov property (§ 11. 9) is here always applicable. While probability theory has advanced far enough that a degree of sophistication is needed even in the limited context of this book, it is still possible here to keep the proportion of definitions to theorems relatively low. . From the standpoint of the general theory of stochastic processes, a continuous parameter Markov chain appears to be the first essentially discontinuous process that has been studied in some detail. It is common that the sample functions of such a chain have discontinuities worse than jumps, and these baser discontinuities play a central role in the theory, of which the mystery remains to be completel | | 出版日期 | Textbook 1960 | | 關(guān)鍵詞 | Markov chain; Markov process; Markov property; Moment; Parameter; Random Walk; Random variable; probability | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-49686-8 | | isbn_softcover | 978-3-642-49408-6 | | isbn_ebook | 978-3-642-49686-8Series ISSN 0072-7830 Series E-ISSN 2196-9701 | | issn_series | 0072-7830 | | copyright | Springer-Verlag Berlin Heidelberg 1960 |
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