Markov Chains and Invariant Probabilities

by Jean Bernard Lasserre and Jean B. Lasserre

Book Overview

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 questions we shall be dealing with, we will first introduce some notation and terminology. Let (X, B) be a measurable space, and consider a X-valued Markov chain . =...

• Format: Paperback
• Language: English
• ISBN: 3034894082
• ISBN13: 9783034894081
• Release Date: October 2012
• Publisher: Birkhauser
• Length: 208 Pages
• Weight: 0.72 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"