Markov Chains and Stochastic Stability
Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors B.W. Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and applica
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Communications and Control Engineering Series Editors: B.W. Dickinson' A. Fettweis·l.L Massey·l.W. Modestino E.D. Sontag' M. Thoma
CCES published titles include: Sampkd-Dara Control Systems J. Ackennann lnltractive System IdtnJi/icarion T. Bohlin The Riccalti Equalion S. Bittanti. A.J. Laub and J.C. WiUems (Eds.) Nonlinear COnJrol SySltms A. Isidori
Analysis and Design of Stream Ciphers R.A. Rucppel
Sliding Modes in Control Optimizalion V.I. Utkin
Fundamentals of Robotics M. Vukobratovi6
Parametrizalions in Control, Estimalion and filleTing Probkms: Accuracy Aspects M. Gcven and G. Li Parallel Algorithms for Optimal Control of Larg' Scale Linear Systems Zoran Gaji6 and Xucmin Shen
Loop Transfer Recovery: Analysis and Design A. Saberi, B.M. Chen and P. Sannuti
Robllst ControL' Systems with Uncertain Physical Parameters J. Ackennann in co-operation with A. Bartlett, D. Kaesbauer. W. Sienel and R. Steinhauser
Optimizalion and Dynamical Systems U. Helmke and J..B. Moore
S.P. Meyn and R.L. Tweedie
Markov Chains and Stochastic Stability
With 24 Figures
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Sean P. Meyn. PhD Coordinated Science Laboratory and the Department of Electrical and Computer Engineering, University ofIlIinois, Urbana, IL 61801, USA Richard L. Tweedie, PhD, DSc Department of Statistics, Colorado State University, Fort Collins, CO 80523, USA
ISBN 978-1-4471-3269-1 ISBN 978-1-4471-3267-7 (eBook) DOl 10.1007/978-1-4471-3267-7
British Library Catalo~ing in Publication Data A catalogue record for this book is available from the British Library Apart from any fair dealing for the purposes of research or private study, or criticism or review, as pennitted
under the Copyright. Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any fonn or by any means, with the prior pennissioll in writing of the publishers, or in the case of reprographic reproduction in accordance with the tenns of licences issued by the Copyright Licensing Agency. Enquiries concerning reproduction outside those tenns should be sent to the publishers.
© Springer-Verlag London Limited 1993 2nd printing. 1994 3rd printing 1996 The publisher makes no representation, e"'Press or Implied, with regard to the accuracy of the infonnation contained in this book and cannot accept any legal responsibility or liability for any errors or omissions that maybe made. This reprint has been authorized by Springer-Verlag (Berlin/Heidelbcrg/New York) for sale in the People's Republic of China only and not for exPO" therefrom. Reprinted in China by Beijing World Publishing Corporation, 1999
PREFACE
Books are individual and idiosyncratic. In trying to understand what makes a good book, there is a limited amount that one can learn from other books; but at least one can read their prefaces, in hope of help. Our own research shows that authors use prefaces for many different reasons. Prefaces can be explanations of the role and the contents of the book, as in Chung [49]
