ENGLISH

Markov Chains and Invariant Probabilities

By Onésimo Hernández-Lerma , Jean B. Lasserre

Book information

Publisher
Birkhäuser Basel
Year
2003
ISBN
3764370009, 9783764370008
Open Library ID
OL18186694M
Language
english
Format
PDF
Filesize
3 MB (3135681 bytes)
Series
Progress in Mathematics
Edition
1
Pages
223\223
Time added
2011-04-28 18:43:47

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.

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