Denumerable Markov chains
Subtitle: generating functions, boundary theory, random walks on trees
By: Wolfgang Woess
Contributors: European Mathematical Society
Series: EMS textbooks in mathematics
Publisher: European Mathematical Society
Published: 2009
Place of publication: Zürich, Switzerland
Language: eng
Number of pages: 351
ISBN-13: 9783037190715
Subjects: Martin-Rand; Potenzialtheorie; Baum (Mathematik); Boundary value problems; Markov-Kette; Generating functions; Markov processes; Markov-processen; Random walks (Mathematics); Irrfahrtsproblem; Measure theory
Notes: Includes bibliographical references (p. [339]-344) and index.
Table of contents: title: Preliminaries and basic facts; title: Irreducible classes; title: Recurrence and transience, convergence, and the ergodic theorem; title: Reversible Markov chains; title: Models of population evolution; title: Elements of the potential theory of transient Markov chains; title: The Martin boundary of transient Markov chains; title: Minimal harmonic functions on Euclidean lattices; title: Nearest neighbour random walks on trees; title: Solutions of all exercises.