好久没有卖过东西了，这回发个重量级的书。做non-stationary econometrics的绝对值得一看
书名：General Irreducible Markov Chains and Non-Negative Operators
作者：Esa Nummelin
Series: Cambridge Tracts in Mathematics(No. 83)

• ISBN:9780521604949
• Publication date:June 2004
  

• 172pages
  The purpose of this book is to present the theory of general irreducible Markov chains and to point out the connection between this and the Perron-Frobenius theory of nonnegative operators. The author begins by providing some basic material designed to make the book self-contained, yet his principal aim throughout is to emphasize recent developments. The technique of embedded renewal processes, common in the study of discrete Markov chains, plays a particularly important role. The examples discussed indicate applications to such topics as queueing theory, storage theory, autoregressive processes and renewal theory. The book will therefore be useful to researchers in the theory and applications of Markov chains. It could also be used as a graduate-level textbook for courses on Markov chains or aspects of operator theory.
  
  目录
  

Irreducible kernels	8
Transience and recurrence	25
Embedded renewal processes	47
Positive and null recurrence	68
Total variation limit theorems	98

Miscellaneous limit theorems for Harris recurrent	126
Notes and comments	141
List of symbols and notation	147
Index	155
版权