Non-Negative Matrices and Markov Chains

E. Seneta - Collection Springer Series In Statistics

300 pages, parution le 09/03/2006

Ajouter à une liste

Indisponible

Résumé

This book is a photographic reproduction of the book of the same title published in 1981, for which there has been continuing demand on account of its accessible technical level. Its appearance also helped generate considerable subsequent work on inhomogeneous products of matrices. This printing adds an additional bibliography on coefficients of ergodicity and a list of corrigenda.

Eugene Seneta received his Ph.D. in 1968 from the Australian National University. He left Canberra in 1979 to become Professor and Head of the Department of Mathematical Statistics at the University of Sydney. He has been a regular visitor to the United States, most frequently to the University of Virginia. Now Emeritus Professor at the University of Sydney, he has recently developed a renewed interest in financial mathematics. He was elected Fellow of the Australian Academy of Science in 1985 and awarded the Pitman Medal of the Statistical Society of Australia for his distinguished research contributions.

The first edition of this book, entitled Non-Negative Matrices, appeared in 1973, and was followed in 1976 by his Regularly Varying Functions in the Springer Lecture Notes in Mathematics, later translated into Russian. Both books were pioneering in their fields. In 1977, Eugene Seneta coauthored (with C. C. Heyde ) I.J. Bienaymé : Statistical Theory Anticipated, which is effectively a history of probability and statistics in the 19th century, and in 2001 co-edited with the same colleague Statisticians of the Centuries, both published by Springer. Having served on the editorial board of the Encyclopedia of Statistical Science, he is currently Joint Editor of the International Statistical Review.

Written for: Researchers, graduate students

L'auteur - E. Seneta

Seneta, E., University of Sydney, NSW, Australia; Editor

Sommaire

Fundamental concepts and results in the theory of non-negative matrices
Some secondary theory with emphasis on irreducible matrices and applications
Inhomogenous products of non-negative matrices
Markov chains and finite stochastic matrices
Countable stochastic matrices
Countable non-negative matrices
Truncations of infinite stochastic matrices

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	E. Seneta
Collection	Springer Series In Statistics
Parution	09/03/2006
Nb. de pages	300
Format	16 x 23,5
Couverture	Broché
Poids	400g
Intérieur	Noir et Blanc
EAN13	9780387297651
ISBN13	978-0-387-29765-1