Approximating countable Markov chains

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Holden-Day, 1972 - Mathematics - 140 pages
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The book, part of a trilogy covering the field of Markov processes, explains one method of approximating countable Markov chains by finite ones. Intended for use in seminars with advanced graduate students, it is written in the framework of the first book in the trilogy, Markov Chains, although it is completely independent of the second, Brownian Motion and Diffusion. The idea is to skip over the times at which the chain is outside some large, finite set of states. The technique is especially useful for dealing with instantaneous states. Many of the results are original. (Author).

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Contents

RESTRICTING THE RANGE
1
RESTRICTING THE RANGE APPLICATIONS
64
CONSTRUCTING THE GENERAL MARKOV CHAIN
95
Copyright

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