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Markov Chains and Invariant Probabilities
Hardcover
Series: Progress in Mathematics, Book 211
Business GeneralPhysicsProbability & Statistics
ISBN13: 9783764370008
Publisher: Birkhauser
Published: Feb 24 2003
Pages: 208
Weight: 1.10
Height: 0.56 Width: 6.14 Depth: 9.21
Language: English
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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