
Accession Number : AD0746945
Title : Approximating Countable Markov Chains,
Corporate Author : CALIFORNIA UNIV BERKELEY DEPT OF STATISTICS
Personal Author(s) : Freedman,David
Report Date : 1972
Pagination or Media Count : 155
Abstract : 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)
Descriptors : (*STOCHASTIC PROCESSES, APPROXIMATION(MATHEMATICS)), SET THEORY, GROUPS(MATHEMATICS), MEASURE THEORY, MAPPING(TRANSFORMATIONS), CONVERGENCE, INEQUALITIES, TEXTBOOKS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE