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CONTENTS
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Synopsis:
The bible on Markov Chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition.
Table Of Contents:
List of figures xi
Prologue to the Second edition, Peter W. Glynn xiii
Preface to the second edition, Sean Meyn xvii
Preface to the first edition xxi
I Communication and Regeneration 1
1 Heuristics 3
2 Markov models 21
3 Transition probabilities 48
4 Irreducibility 75
5 Pseudo-atoms 96
6 Topology and continuity 123
7 The nonlinear state space model 146
II Stability Structures 169
8 Transience and recurrence 171
9 Harris and topological recurrence 199
10 The existence of p 229
11 Drift and regularity 256
12 Invariance and tightness 288
III Convergence 311
13 Ergodicity 313
14 f-Ergodicity and f-regularity 336
15 Geometric ergodicity 362
16 V-Uniform ergodicity 392
17 Sample paths and limit theorems 421
18 Positivity 462
20 Epilogue to the second edition 510
IV Appendices 529
A Mud maps 532
B Testing for stability 538
C Glossary of models assumptions 543
D Some mathematical background 552
Bibliography 567
Indexes 587
General index 587
Symbols 593
