**Markov Chains and Stochastic Stability**

by S.P. Meyn, R.L. Tweedie

**Publisher**: Springer 2005**ISBN/ASIN**: 0521731828**Number of pages**: 567

**Description**:

This book describes the modern theory of general state space Markov chains, and the application of that theory to operations research, time series analysis, and systems and control theory. It is intended as an advanced graduate text in any of these areas, as well as being a research monograph incorporating a new and thorough treatment of the stability of general Markov chains. Many of the theoretical results appear here for the first time, and much of the theory and the models which are used to illustrate the theory, and to provide extensions of the theory in special cases, have not previously been brought together in book form. This book thus provides a readable account of the development over the last two decades of a fundamental and applicable area of stochastic processes, and as such will be of value not only in probability theory but in the many discplines where these models form the basis of analysis.

Download or read it online for free here:

**Download link**

(7.1MB, PDF)

## Similar books

**Introduction to Probability Theory and Statistics for Linguistics**

by

**Marcus Kracht**-

**UCLA**

Contents: Basic Probability Theory (Conditional Probability, Random Variables, Limit Theorems); Elements of Statistics (Estimators, Tests, Distributions, Correlation and Covariance, Linear Regression, Markov Chains); Probabilistic Linguistics.

(

**11906**views)

**Lectures on Noise Sensitivity and Percolation**

by

**Christophe Garban, Jeffrey E. Steif**-

**arXiv**

The goal of this set of lectures is to combine two seemingly unrelated topics: (1) The study of Boolean functions, a field particularly active in computer science; (2) Some models in statistical physics, mostly percolation.

(

**10585**views)

**CK-12 Basic Probability and Statistics: A Short Course**

by

**Brenda Meery**-

**CK-12.org**

CK-12 Foundation's Basic Probability and Statisticsâ€“ A Short Course is an introduction to theoretical probability and data organization. Students learn about events, conditions, random variables, and graphs and tables that allow them to manage data.

(

**19301**views)

**Topics in Random Matrix Theory**

by

**Terence Tao**

This is a textbook for a graduate course on random matrix theory, inspired by recent developments in the subject. This text focuses on foundational topics in random matrix theory upon which the most recent work has been based.

(

**12495**views)