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Markov Chains and Invariant Probabilities

Language EnglishEnglish
Book Hardback
Book Markov Chains and Invariant Probabilities Onesimo Hernandez-Lerma
Libristo code: 01716659
Publishers Birkhauser Verlag AG, February 2003
This book concerns discrete-time homogeneous Markov chains that admit an invariant probability measu... Full description
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This book concerns discrete-time homogeneous Markov chains that admit an invariant probability measure. The main objective is to give a systematic, self-contained presentation on some key issues about the ergodic behavior of that class of Markov chains. These issues include, in particular, the various types of convergence of expected and pathwise occupation measures, and ergodic decompositions of the state space.

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About the book

Full name Markov Chains and Invariant Probabilities
Author Onesimo Hernandez-Lerma, Jean-Bernard Lasserre
Language English
Binding Book - Hardback
Date of issue 2003
Number of pages 208
EAN 9783764370008
ISBN 3764370009
Libristo code 01716659
Publishers Birkhauser Verlag AG
Weight 486
Dimensions 155 x 235 x 18

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Business & Management > Management & management techniques
Economics, Finance, Business & Management > Business & Management > Operational research
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Physics > Mathematical physics
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