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This text provides a comprehensive presentation of results for time-homogeneous Markov chains with asymptotically zero drift. Including novel results and original research, this monograph will interest researchers and graduate students in probability, statistics and their applications.

Markov Chains With Asymptotically Zero Drift

Lamperti'S Problem

by Denis (University Of Manchester) Denisov, Vitali (Universitat Bielefeld, Germany) Wachtel e Dmitry (Lancaster University) Korshunov

Property Description
ISBN: 9781009554220
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: May of 2025
Language: English
Cover: Hardcover
Pages: 428
Format: Book
Collection: New Mathematical Monographs
Categories: Books in English > Science > Mathematics
EAN: 9781009554220

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