Markov Chains and Invariant Probabilities

Name: Markov Chains and Invariant Probabilities
SKU: 2427969
Price: 164.00 NZD
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Hardback

Series:

Progress in Mathematics

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Description

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.

Release date NZ

February 24th, 2003

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational
Undergraduate

Illustrations

XVI, 208 p.

Pages

208

Series

Progress in Mathematics

Dimensions

156x234x14

ISBN-13

9783764370008

Product ID

2427969

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