马尔可夫链和随机稳定性（影印版）

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作　者：	S.P.Meyn
出版社：	北京世图
丛编项：
标　签：	暂缺

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ISBN：	9787506240994	出版时间：	1999-03-01	包装：	胶版纸
开本：	32开	页数：	412	字数：

内容简介

　　Books are individual and idiosyncratic. In trying to understand what makes a good book， there is a limited amount that one can learn from other books; but at least one can read their prefaces， in hope of help. Our own research shows that authors use prefaces for many different reasons. Prefaces can be explanations of the role and the contents of the book， as in Chung [49] or Revuz [223] or Nummelin [202]; this can be combined with what is almost an apology for bothering the reader， as in BiUingsley [25] or Cinlar [40]; prefaces can describe the mathematics， as in Orey [208]， or the importance of the applications， as in Tong [267] or Asmussen [10]， or the way in which the book works as a text， as in Brockwell and Davis [32] or Revuz [223]; they can be the only available outlet for thanking those who made the task of writing possible， as in almost all of the above （although we particularly like the familial gratitude of Resnick [222] and the dedication of Simmons [240]）; they can combine all these roles， and many more.本书为英文版！

作者简介

暂缺《马尔可夫链和随机稳定性（影印版）》作者简介

图书目录

ICOMMUNICATIONandREGENERATION
1Heuristics
1.1ARangeofMarkovianEnvironments
1.2BasicModelsinPractice
1.3StochasticStabilityForMarkovModels
1.4Commentary
2MarkovModels
2.1MarkovModelsInTimeSeries
2.2NonlinearStateSpaceModels
2.3ModelsInControlAndSystemsTheory
2.4MarkovModelsWithRegenerationTimes
2.5Commentary
3TransitionProbabilities
3.1DefiningaMarkovianProcess
3.2FoundationsonaCountableSpace
3.3SpecificTransitionMatrices
3.4FoundationsforGeneral'StateSpaceChains
3.5BuildingTransitionKernelsForSpecificModels
3.6Commentary
4Irreducibility
4.1CommunicationandIrreducibility:CountableSpaces
4.2-Irreducibility
4.3-IrreducibilityForRandomWalkModels
4.4-IrreducibleLinearModels
4.5Commentary
5Pseudo-atoms
5.1Splitting-IrreducibleChains
5.2SmallSets
5.3SmallSetsforSpecificModels
5.4CyclicBehavior
5.5PetiteSetsandSampledChains
5.6Commentary
TopologyandContinuity
6.1FellerPropertiesandFormsofStability
6.2T-chains
6.3ContinuousComponentsForSpecificModels
6.4e-Chains
6.5Commentary
TheNonlinearStateSpaceModel
7.1ForwardAccessibilityandContinuousComponents
7.2MinimalSetsandIrreducibility
7.3Periodicityfornonlinearstatespacemodels
7.4ForwardAccessibleExamples
7.5Equicontinnityandthenonlinearstatespacemodel
7.6Commentary
IISTABILITYSTRUCTURES
8TransienceandRecurrence
8.1Classifyingchainsoncountablespaces
8.2Classifying-irreduciblechains
8.3Recurrenceandtransiencerelationships
8.4Classificationusingdriftcriteria
8.5ClassifyingrandomwalkonIR+
8.6Commentary
HarrisandTopologicalRecurrence
9.1Harrisrecurrence
9.2Non-evanescentandrecurrentchains
9.3Topologicallyrecurrentandtransientstates
9.4Criteriaforstabilityonatopologicalspace
9.5Stochasticcomparisonandincrementanalysis
9.6Commentary
10TheExistenceof
10.1StationarityandInvariance
10.2Theexistenceof:chainswithatoms
10.3Invariantmeasures:countablespacemodels
10.4Theexistenceof:-irreduciblechains
10.5InvariantMeasures:GeneralModels
10.6Commentary
11DriftandRegularity
11.1Regularchains
11.2Drift,hittingtimesanddeterministicmodels
11.3Driftcriteriaforregularity
11.4Usingtheregularitycriteria
11.5Evaluatingnon-positivity
11.6Commentary
12InvatianceandTightness
12.1Chainsboundedinprobability
12.2Generalizedsamplingandinvariantmeasures
12.3Theexistenceofa-finlteinvariantmeasure
12.4InvariantMeasuresfore-Chains
12.5Establishingboundednessinprobability
12.6Commentary
IIICONVERGENCE
13Ergodicity
13.1Ergodicchainsoncountablespaces
13.2Renewalandregeneration
13.3ErgodicityofpositiveHarrischains
13.4Sumsoftransitionprobabilities
13.5Commentary
14f-Ergodicityandf-Regularity
14.1f-Properties:chainswithatoms
14.2f-Regularityanddrift
14.3f-Ergodicityforgeneralchains
14.4f-Ergodicityofspecificmodels
14.5AKeyRenewalTheorem
14-6Commentary
15GeometricErgodicity
15.1Geometricproperties:chainswithatoms
15.2Kendallsetsanddriftcriteria
15.3f-Geometricregularityof∮and∮n
15.4f-Geometricergodicityforgeneralchains
15.5Simplerandomwalkandlinearmodels
15.6Commentary
16V-UniformErgodicity
16.1Operatornormconvergence
16.2Uniformergodicity
16.3Geometricergodicityandincrementanalysis
16.4Modelsfromqueueingtheory
16.5Autoregressiveandstatespacemodels
16.6Commentary
17SamplePathsandLimitTheorems
17.1Invariant-FieldsandtheLLN
17.2ErgodicTheoremsforChainsPossessinganAtom
17.3GeneralHarrisChains
17.4TheFunctionalCLT
17.5CriteriafortheCLTandtheLIL
17.6Applications
17.7Commentary
18Positivity
18.1Nullrecurrentchains
18.2Characterizingpositivityusingpn
18.3PositivityandT-chains
18.4Positivityande-Chains
18.5TheLLNfore-Chains
18.6Commentary
19GeneralizedClassificationCriteria
19.1State-dependentdrifts
19.2History-dependentdriftcriteria
19.3Mixeddriftconditions
19.4Commentary
IVAPPENDICES
MudMaps
A.1Recurrenceversustransience
A.2Positivityversusnullity
A.3ConvergenceProperties
BTestingforStability
B.1AGlossaryofDriRConditions
B.2ThescalarSETARModel:acompleteclassification
CAGlossaryofModelAssumptions
C.1RegenerativeModels
C.2StateSpaceModels
DSomeMathematicalBackground
D.1SomeMeasureTheory
D.2SomeProbabilityTheory
D.3SomeTopology
D.4SomeRealAnalysis
D.5SomeConvergenceConceptsforMeasures
D.6SomeMartingaleTheory
D.7SomeResultsonSequencesandNumbers
References
Index
SymbolsIndex