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Topics in the Constructive Theory of Countable Markov Chains
The main point of the present book is to provide methods of analysing Markov chains based on Lyapunov functions. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.
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The main point of the present book is to provide methods of analysing Markov chains based on Lyapunov functions. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.
| ISBN / EAN | 9780521064477 |
|---|---|
| Auteur | Fayolle, G. (Institut National de Recherche en Informatique et en Automatique (INRIA), Rocquencourt) |
| Editeur | Cambridge University Press |