Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
This is page vii Printer: Opaque this
 

Summary: This is page vii
Printer: Opaque this
Contents
Preface v
Notation and Conventions xi
Part A: Simple Markovian Models 1
I Markov Chains 3
1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . 3
2 Aspects of Renewal Theory in Discrete Time . . . . . . 7
3 Stationarity . . . . . . . . . . . . . . . . . . . . . . . . 11
4 Limit Theory . . . . . . . . . . . . . . . . . . . . . . . 16
5 Harmonic Functions, Martingales and Test Functions . 20
6 Nonnegative Matrices . . . . . . . . . . . . . . . . . . . 25
7 The Fundamental Matrix, Poisson's Equation
and the CLT . . . . . . . . . . . . . . . . . . . . . . . . 29
8 Foundations of the General Theory of
Markov Processes . . . . . . . . . . . . . . . . . . . . . 32
II Markov Jump Processes 39
1 Basic Structure . . . . . . . . . . . . . . . . . . . . . . 39
2 The Minimal Construction . . . . . . . . . . . . . . . . 41

  

Source: Asmussen, Søren - Department of Mathematical Sciences, Aarhus Universitet

 

Collections: Mathematics