Douc, Randal, Moulines, Eric, Priouret, Pierre, Soulier, Philippe
Description
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.
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