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Invariant Probabilities of Markov-Feller Operators and Their Supports

Invariant Probabilities of Markov-Feller Operators and Their Supports

Paperback

Series: Frontiers in Mathematics

GeometryProbability & Statistics

ISBN10: 376437134X
ISBN13: 9783764371340
Publisher: Springer Nature
Published: Jan 28 2005
Pages: 113
Weight: 0.81
Height: 0.37 Width: 6.79 Depth: 9.26
Language: English

In this book invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes are discussed. These Feller processes appear in the study of iterated function systems with probabilities, convolution operators, certain time series, etc. Rather than dealing with the processes, the transition probabilities and the operators associated with these processes are studied. Special efforts are made to attract newcomers to the theory of Markov processes in general, and to the topics covered, in particular. Most of the results are new and deal with topics of intense research interest.

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Probability & Statistics