Markov Chains and Invariant Probabilities
Inbunden, Engelska, 2003
AvOnésimo Hernández-Lerma,Jean B. Lasserre,Siegfried Wichmann,Onesimo Hernandez-Lerma
689 kr
Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.
Finns i fler format (1)
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.
Produktinformation
- Utgivningsdatum2003-02-24
- Mått155 x 235 x 18 mm
- Vikt512 g
- FormatInbunden
- SpråkEngelska
- SerieProgress in Mathematics
- Antal sidor208
- Upplaga2003
- FörlagBirkhauser Verlag AG
- ISBN9783764370008