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About 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.
Detailed Information
| Author: | Onésimo Hernández-Lerma, Jean B. Lasserre |
|---|---|
| Publication Year: | 2003 |
| ISBN: | 9783764370008 |
| Pages: | 223 |
| Language: | English |
| File Size: | 2.99 |
| Format: | |
| Price: | FREE |
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