This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques.
This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. Part I lays the foundations of the...