Markov chains and invariant probabilities

✍ Scribed by Hernandez-Lerma O., Lasserre J.B.

Publisher: Birkhauser
Year: 2003
Tongue: English
Leaves: 223
Series: Progress in Mathematics
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

📜 SIMILAR VOLUMES

Markov Chains and Invariant Probabilitie

📁 Markov Chains and Invariant Probabilities

✍ Onésimo Hernández-Lerma, Jean B. Lasserre 📂 Library 📅 2003 🏛 Birkhäuser Basel 🌐 English

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 va

Markov Chains and Invariant Probabilitie

📁 Markov Chains and Invariant Probabilities

✍ Onésimo Hernández-Lerma, Jean Bernard Lasserre (auth.) 📂 Library 📅 2003 🏛 Birkhäuser Basel 🌐 English

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

Markov Chains and Invariant Probabilitie

📁 Markov Chains and Invariant Probabilities

✍ Onésimo Hernández-Lerma, Jean Bernard Lasserre (auth.) 📂 Library 📅 2003 🏛 Birkhäuser Basel 🌐 English

Markov Chains and Invariant Probabilitie

📁 Markov Chains and Invariant Probabilities (Progress in Mathematics, 211)

✍ Onésimo Hernández-Lerma, Jean B. Lasserre 📂 Library 📅 2003 🏛 Birkhäuser 🌐 English

This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior. To this end, most of the material is in fact about stable Mes, by which we mean Mes that admit an invariant probability measure. To state this more precisely and give an overview of the question

Invariant probabilities of Markov-Feller

📁 Invariant probabilities of Markov-Feller operators and their supports

✍ Radu Zaharopol 📂 Library 📅 2005 🏛 Birkhäuser 🌐 English

Invariant Probabilities of Markov-Feller

📁 Invariant Probabilities of Markov-Feller Operators and Their Supports

✍ Radu Zaharopol 📂 Library 📅 2005 🏛 Birkhäuser 🌐 German

This book covers invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes. These Feller processes appear in the study of iterated function systems with probabilities, convolution operators, and certain time series. From the reviews: