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Author:   Sean P. Meyn ,  Richard L. Tweedie
Publisher:   Springer London Ltd
Imprint:   Springer London Ltd
Edition:   1993 ed.
Dimensions:   Width: 14.00cm , Height: 2.90cm , Length: 21.60cm
Weight:   0.719kg
ISBN:  

9781447132691

ISBN 10:   1447132696
Pages:   550
Publication Date:   12 December 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
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Table of Contents

I Communication and Regeneration.- 1 Heuristics.- 2 Markov Models.- 3 Transition Probabilities.- 4 Irreducibility.- 5 Pseudo-atoms.- 6 Topology and Continuity.- 7 The Nonlinear State Space Model.- II Stability Structures.- 8 Transience and Recurrence.- 9 Harris and Topological Recurrence.- 10 The Existence of ?.- 11 Drift and Regularity.- 12 Invariance and Tightness.- III Convergence.- 13 Ergodicity.- 14 ƒ-Ergodicity and ƒ-Regularity.- 15 Geometric Ergodicity.- 16 V-Uniform Ergodicity.- 17 Sample Paths and Limit Theorems.- 18 Positivity.- 19 Generalized Classification Criteria.- IV Appendices.- A Mud Maps.- A.l Recurrence versus transience.- A.2 Positivity versus nullity.- A.3 Convergence Properties.- B Testing for Stability.- B.l A Glossary of Drift Conditions.- B.2 The scalar SETAR Model: a complete classification.- C A Glossary of Model Assumptions..- C.l Regenerative Models.- C.2 State Space Models.- D Some Mathematical Background.- D.l Some Measure Theory.- D.2 Some Probability Theory.- D.3 Some Topology.- D.4 Some Real Analysis.- D.5 Some Convergence Concepts for Measures.- D.6 Some Martingale Theory.- D.7 Some Results on Sequences and Numbers.- References.- Symbols Index.

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