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Markov Chains and Invariant Probabilities
Language
English
English
Book
Paperback
This book concerns discrete-time homogeneous Markov chains that admit an invariant probability measu...
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Libristo code: 02116338
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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
Language
English
English
Binding
Book - Paperback
Date of issue
2012
Number of pages
208
EAN
9783034894081
ISBN
3034894082
Libristo code
02116338
Publishers
Springer Basel
Weight
355
Dimensions
155 x 235 x 13
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