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portada markov chains and invariant probabilities
markov chains and invariant probabilitiesmarkov chains and invariant probabilities
Type
Physical Book
Publisher
Language
English
Pages
208
ISBN
3764370009
ISBN13
9783764370008

markov chains and invariant probabilities

Hernández-Lerma,Lasserre (Author) · Springer · Physical Book

markov chains and invariant probabilities - hernández-lerma,lasserre

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Synopsis "markov chains and invariant probabilities"

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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