Non-Homogeneous Markov Chains and Systems

This book is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra.

Auteur

P.-C.G. Vassiliou is an Honorary Professor at the Department of Statistical Sciences, University College London. He has been affiliated with UCL for almost a decade.