D Revuz: 1 book

Book cover of Markov Chains
by D. Revuz
Language: English
Release Date: July 15, 2008

This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students....
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