{"product_id":"9783319977034","title":"Springer Series in Operations Research and Financial Engineering","description":"\u003ch1\u003eSpringer Series in Operations Research and Financial Engineering\u003c\/h1\u003e \u003ch2\u003eDouc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. \u003c\/p\u003e\n\n\u003cp\u003ePart I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeperthan that needed to study countable state space (very little measure theory is required). \u003c\/p\u003e\n\n\u003cp\u003ePart III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2019-01-03\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9783319977034\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-319-97704-1\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 757\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":45987457400972,"sku":"9783319977034","price":89.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783319977034.jpg?v=1775737787","url":"https:\/\/lateknightbooks.com\/products\/9783319977034","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}