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     Markov Chains and Stochastic Stability              

 

Contents: 

Front Matter (Preface, Contents, etc.);

Heuristics; Markov Models;

Transition Probabilities;

 Irreducibility; Pseudo-atoms;

Topology and Continuity;

The Nonlinear State Space Model;

Transience and Recurrence;

Harris and Topological Recurrence;

The Existence of pi;

Drift and Regularity;

Invariance and Tightness;

Ergodicity;

 f-Ergodicity and f-Regularity;

Geometric Ergodicity;

V-Uniform Ergodicity;

Sample Paths and Limit Theorems;

Positivity; Generalized Classification Criteria.

 

PDF file of the whole book (vii + 422 pages, 5.3 Megabytes

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