Markov Chains : Theory and Applications. by Sericola, Bruno

Table of Contents: “…Irreducible and recurrent Markov chains; 1.8. Aperiodic Markov chains; 1.9. Convergence to equilibrium; 1.10. …”
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Markov chains : analytic and Monte Carlo computations / Carl Graham. by Graham, C. (Carl)

Table of Contents: “…Cover; Title Page; Copyright; Contents; Preface; List of Figures; Nomenclature; Introduction; Chapter 1 First steps; 1.1 Preliminaries; 1.2 First properties of Markov chains; 1.2.1 Markov chains, finite-dimensional marginals, and laws; 1.2.2 Transition matrix action and matrix notation; 1.2.3 Random recursion and simulation; 1.2.4 Recursion for the instantaneous laws, invariant laws; 1.3 Natural duality: algebraic approach; 1.3.1 Complex eigenvalues and spectrum; 1.3.2 Doeblin condition and strong irreducibility; 1.3.3 Finite state space Markov chains; 1.4 Detailed examples.…”
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Markov chains : from theory to implementation and experimentation / Paul A. Gagniuc. by Gagniuc, Paul A.

Table of Contents: “…From observation to simulation -- Building the stochastic matrix -- Predictions by using 2-state Markov chains -- Predictions by using N-state Markov chains -- Absorbing Markov chains -- The average time spent in each state -- Discussions on different configurations of chains -- The simulation of an N-state Markov chain.…”
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Markov Chains : Gibbs Fields, Monte Carlo Simulation, and Queues / by Pierre Brémaud. by Brémaud, Pierre

Table of Contents: “…Preface -- Probability Review -- Discrete-Time Markov Models -- Recurrence and Ergodicity -- Long Run Behavior -- Lyapunov Functions and Martingales -- Eigenvalues and Nonhomogeneous Markov Chains -- Gibbs Fields and Monte Carlo Simulation -- Continuous-Time Markov Models -- Poisson Calculus and Queues -- Appendix -- Bibliography -- Author Index -- Subject Index.…”
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Markov chains models, algorithms and applications / Wai-Ki Ching [and others].

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Markov chains : analytic and Monte Carlo computations / Carl Graham. by Graham, C. (Carl)

Table of Contents: “…Cover; Title Page; Copyright; Contents; Preface; List of Figures; Nomenclature; Introduction; Chapter 1 First steps; 1.1 Preliminaries; 1.2 First properties of Markov chains; 1.2.1 Markov chains, finite-dimensional marginals, and laws; 1.2.2 Transition matrix action and matrix notation; 1.2.3 Random recursion and simulation; 1.2.4 Recursion for the instantaneous laws, invariant laws; 1.3 Natural duality: algebraic approach; 1.3.1 Complex eigenvalues and spectrum; 1.3.2 Doeblin condition and strong irreducibility; 1.3.3 Finite state space Markov chains; 1.4 Detailed examples.…”
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Markov Chains by Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier. by Douc, Randal, Moulines, Eric, Priouret, Pierre, Soulier, Philippe

Table of Contents: “…Part I Foundations -- Markov Chains: Basic Definitions -- Examples of Markov Chains -- Stopping Times and the Strong Markov Property -- Martingales, Harmonic Functions and Polsson-Dirichlet Problems -- Ergodic Theory for Markov Chains -- Part II Irreducible Chains: Basics -- Atomic Chains -- Markov Chains on a Discrete State Space -- Convergence of Atomic Markov Chains -- Small Sets, Irreducibility and Aperiodicity -- Transience, Recurrence and Harris Recurrence -- Splitting Construction and Invariant Measures -- Feller and T-kernels -- Part III Irreducible Chains: Advanced Topics -- Rates of Convergence for Atomic Markov Chains -- Geometric Recurrence and Regularity -- Geometric Rates of Convergence -- (f, r)-recurrence and Regularity -- Subgeometric Rates of Convergence -- Uniform and V-geometric Ergodicity by Operator Methods -- Coupling for Irreducible Kernels -- Part IV Selected Topics -- Convergence in the Wasserstein Distance -- Central Limit Theorems -- Spectral Theory -- Concentration Inequalities -- Appendices -- A Notations -- B Topology, Measure, and Probability -- C Weak Convergence -- D Total and V-total Variation Distances -- E Martingales -- F Mixing Coefficients -- G Solutions to Selected Exercises.…”
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Markov Chains Norris, J.. by Norris, J.

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Markov chains : from theory to implementation and experimentation / Paul A. Gagniuc. by Gagniuc, Paul A.

Table of Contents: “…From observation to simulation -- Building the stochastic matrix -- Predictions by using 2-state Markov chains -- Predictions by using N-state Markov chains -- Absorbing Markov chains -- The average time spent in each state -- Discussions on different configurations of chains -- The simulation of an N-state Markov chain.…”
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Markov Chains Gibbs Fields, Monte Carlo Simulation and Queues / by Pierre Brémaud. by Brémaud, Pierre

Table of Contents: “…Preface -- 1 Probability Review -- 2 Discrete-Time Markov Chains -- 3 Recurrence and Ergodicity -- 4 Long-Run Behavior -- 5 Discrete-Time Renewal Theory -- 6 Absorption and Passage Times -- 7 Lyapunov Functions and Martingales -- 8 Random Walks on Graphs -- 9 Convergence Rates -- 10 Markov Fields on Graphs -- 11 Monte Carlo Markov Chains -- 12 Non-homogeneous Markov Chains -- 13 Continuous-Time Markov Chains -- 14 Markovian Queueing Theory -- Appendices -- Bibliography -- Index.…”
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Markov chains : theory, algorithms and applications / Bruno Sericola. by Sericola, Bruno

Table of Contents: “…Discrete-Time Markov Chains / Bruno Sericola -- Continuous-Time Markov Chains / Bruno Sericola -- Birth-and-Death Processes / Bruno Sericola -- Uniformization / Bruno Sericola -- Queues / Bruno Sericola -- Basic Results.…”
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Markov chains : analytic and Monte Carlo computations / Carl Graham. by Graham, C. (Carl)

Table of Contents: “…Cover; Title Page; Copyright; Contents; Preface; List of Figures; Nomenclature; Introduction; Chapter 1 First steps; 1.1 Preliminaries; 1.2 First properties of Markov chains; 1.2.1 Markov chains, finite-dimensional marginals, and laws; 1.2.2 Transition matrix action and matrix notation; 1.2.3 Random recursion and simulation; 1.2.4 Recursion for the instantaneous laws, invariant laws; 1.3 Natural duality: algebraic approach; 1.3.1 Complex eigenvalues and spectrum; 1.3.2 Doeblin condition and strong irreducibility; 1.3.3 Finite state space Markov chains; 1.4 Detailed examples.…”
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Markov processes : characterization and convergence / Stewart N. Ethier and Thomas G. Kurtz. by Ethier, Stewart N., 1948-

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Random Motions in Markov and Semi-Markov Random Environments. Anatoliy Pogorui, Anatoliy Swishchuk, Ram?on M. Rodr?iguez-Dagnino by Pogorui, Anatoliy

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Random motions in Markov and semi-Markov random environments. Anatoliy Pogorui, Anatoliy Swishchuk, Ram?on M. Rodr?iguez-Dagnino. by Pogorui, Anatoliy, Svishchuk, A. V. (Anatoli?i Vital?evich), Rodr?iguez Dagnino, Ram?on Mart?in

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Resolving Markov chains onto Bernoulli shifts via positive polynomials / Brian Marcus, Selim Tuncel. by Marcus, Brian, 1949-

Table of Contents: “…A. Resolving Markov chains onto Bernoulli shifts…”
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Labelled Markov processes / Prakash Panangaden. by Panangaden, P. (Prakash)

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Dirichlet Forms and Symmetric Markov Processes. by Oshima, Yoichi

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Dirichlet Forms and Symmetric Markov Processes. by Fukushima, Masatoshi

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The theory of generalized Dirichlet forms and its applications in analysis and stochastics / Wilhelm Stannat. by Stannat, Wilhelm

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