Markov chains and invariant probabilities / Onésimo Hernández-Lerma, Jean Bernard Lasserre.

Format:

Book

Author/Creator:

Hernández-Lerma, O. (Onésimo)

Contributor:

Lasserre, Jean-Bernard, 1953-

Series:

Progress in mathematics (Boston, Mass.) ; v. 211.

Progress in mathematics ; v. 211

Language:

English

Subjects (All):

Markov processes.

Invariant measures.

Set functions.

Physical Description:

xvi, 205 pages : illustrations ; 24 cm.

Place of Publication:

Basel ; Boston : Birkhäuser Verlag, [2003]

Summary:

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.

Notes:

Includes bibliographical references (pages [193]-201) and index.

ISBN:

3764370009

OCLC:

51460582