by Masaaki Kijima (Author)
This book presents an algebraic development of the theory of countable state space Markov chains with discrete- and continuous-time parameters. A Markov chain is a stochastic process characterized by the Markov prop- erty that the distribution of future depends only on the current state, not on the whole history.
Format: Hardcover
Pages: 341
Edition: 1
Publisher: Chapman and Hall/CRC
Published: 01 Jan 1997
ISBN 10: 0412606607
ISBN 13: 9780412606601