Description: Markov Chains and Invariant Probabilities Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Author(s): Onesimo Hernandez-Lerma, Jean B. Lasserre Format: Paperback Publisher: Birkhauser Verlag AG, Switzerland Imprint: Birkhauser Verlag AG ISBN-13: 9783034894081, 978-3034894081 Synopsis 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 ~. = {~k' k = 0, 1, ... } with transition probability function ([url] P(x, B), [url] P(x, B) := Prob (~k+1 E B I ~k = x) for each x E X, B E B, and k = 0,1, .... The Me ~. is said to be stable if there exists a probability measure ([url] /.l on B such that (*) VB EB. /.l(B) = Ix /.l(dx) P(x, B) If (*) holds then /.l is called an invariant [url] for the Me ~. (or the [url] P).
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Book Title: Markov Chains and Invariant Probabilities
Number of Pages: 208 Pages
Publication Name: Markov Chains and Invariant Probabilities
Language: English
Publisher: Birkhauser Verlag A&G
Item Height: 235 mm
Subject: Mathematics, Management, Physics
Publication Year: 2012
Type: Textbook
Item Weight: 355 g
Subject Area: Data Analysis
Author: Onesimo Hernandez-Lerma, Jean B. Lasserre
Item Width: 155 mm
Series: Progress in Mathematics
Format: Paperback
