Regenerative Phenomena - ISBN:0471479055

Regenerative Phenomena

Date: 14 April 2011, 02:04

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Formally, the book is accessible to a reader familiar with the basic concepts and tools of probability theory as set out for instance in (together with the important theorem of Tychonov). But the motivation may be somewhat obscure to one unfamiliar with the broad outlines of the classical theory of Markov chains and such a reader may also fail to appreciate how far the arguments used here derive
historically from those displayed in that theory. An important technical device which appears many times in the proofs is that of weak convergence of measures (on the real line); the necessary theory is described in an appendix
which may be looked upon as a case study in the use of this tool.

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