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1、ThispageintentionallyleftblankMARKOVCHAINSANDSTOCHASTICSTABILITYSecondEditionMeynandTweedieisback!ThebibleonMarkovchainsingeneralstatespaceshasbeenbroughtuptodatetoreflectdevelopmentsinthefieldsince1996–manyofthemsparkedbypublicationofthefirstedition.Thepursuitofmoreefficien
2、tsimulationalgorithmsforcomplexMarkovianmodels,oralgorithmsforcomputationofoptimalpoliciesforcontrolledMarkovmodels,hasopenednewdirectionsforresearchonMarkovchains.Asaresult,newapplicationshaveemergedacrossawiderangeoftopicsincludingoptimiza-tion,statistics,andeconomics.
3、NewcommentaryandanepiloguebySeanMeynsummarizerecentdevelopments,andreferenceshavebeenfullyupdated.Thissecondeditionreflectsthesamedisciplineandstylethatmarkedouttheoriginalandhelpedittobecomeaclassic:proofsarerigorousandconcise,therangeofapplicationsisbroadandknowledgeabl
4、e,andkeyideasareaccessibletopractitionerswithlimitedmathematicalbackground.“Thissecondeditionremainstruetotheremarkablestandardsofscholarshipestablishedbythefirstedition...averywelcomeadditiontotheliterature.”PeterW.GlynnProloguetotheSecondEditionMARKOVCHAINSANDSTOCHASTIC
5、STABILITYSecondEditionSEANMEYNANDRICHARDL.TWEEDIECAMBRIDGEUNIVERSITYPRESSCambridge,NewYork,Melbourne,Madrid,CapeTown,Singapore,SãoPauloCambridgeUniversityPressTheEdinburghBuilding,CambridgeCB28RU,UKPublishedintheUnitedStatesofAmericabyCambridgeUniversityPress,NewYorkwww.
6、cambridge.orgInformationonthistitle:www.cambridge.org/9780521731829©S.MeynandR.L.Tweedie2009Thispublicationisincopyright.Subjecttostatutoryexceptionandtotheprovisionofrelevantcollectivelicensingagreements,noreproductionofanypartmaytakeplacewithoutthewrittenpermissionofCa
7、mbridgeUniversityPress.Firstpublishedinprintformat2009ISBN-13978-0-511-51671-9eBook(EBL)ISBN-13978-0-521-73182-9paperbackCambridgeUniversityPresshasnoresponsibilityforthepersistenceoraccuracyofurlsforexternalorthird-partyinternetwebsitesreferredtointhispublication,anddoe
8、snotguaranteethatanycontentonsuchwebsitesis,orwillremain,accurateorappropriate.ContentsAsterisks(*)mark
