Titlebook: Markov Chains; Randal Douc,Eric Moulines,Philippe Soulier Textbook 2018 Springer Nature Switzerland AG 2018 Markov Chains.Geometric Ergodi

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Convergence of Atomic Markov ChainsThe main object of this chapter is to prove the convergence of the iterates of a positive recurrent atomic Markov kernel to its invariant probability measure. This will be done by two different methods: application of renewal theory and coupling techniques.

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Feller and ,-KernelsSo far, we have considered Markov kernels on abstract state spaces without any topological structure. In the overwhelming majority of examples, the state space will be a metric space endowed with its Borel .-field, and in this chapter, we will take advantage of this structure.

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Markov Chains978-3-319-97704-1Series ISSN 1431-8598 Series E-ISSN 2197-1773

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Randal Douc,Eric Moulines,Pierre Priouret,Philippe Soulieround mining of metals in lesser-developed countries for consumption in the “first-world” countries. The book will be useful both as an introductory text for students in the earth sciences and 978-3-642-43651-2978-3-642-22996-1Series ISSN 2194-3176 Series E-ISSN 2194-3184

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1431-8598 at needed to study countable state space (very little measure theory is required). ..Part III?covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric con978-3-319-97704-1Series ISSN 1431-8598 Series E-ISSN 2197-1773

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Randal Douc,Eric Moulines,Pierre Priouret,Philippe Soulier

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