Description

= {~k’ k = 0, 1, … } with transition probability function (t.pJ.) P(x, B), i.e., P(x, B) := Prob (~k+1 E B I ~k = x) for each x E X, B E B, and k = 0,1, …. is said to be stable if there exists a probability measure (p.m.) /.l on B such that (*) VB EB. /.l(B) = Ix /.l(dx) P(x, B) If (*) holds then /.l is called an invariant p.m. for the Me ~.

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. Some of the results presented appear for the first time in book form. A distinguishing feature of the book is the emphasis on the role of expected occupation measures to study the long-run behavior of Markov chains on uncountable spaces.

The intended audience are graduate students and researchers in theoretical and applied probability, operations research, engineering and economics.

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.

Langue

en

Version

Couverture rigide

Date de sortie initiale

24 février 2003

Nombre de pages

228

Illustrations

Non

Personnes impliquées

Auteur principal

Onesimo Hernandez-Lerma

Deuxième auteur

Jean B. Lasserre

Coauteur

Jean B. Lasserre

Editeur principal

Springer Basel

Informations sur le fabricant

Nom du fabricant

Springer Nature Customer Service Center GmbH

Adresse du fabricant

Europaplatz 3 | 69115| Heidelberg| DE

Adresse électronique du fabricant

ProductSafety@springernature.com

Informations sur le fabricant

Les informations du fabricant ne sont actuellement pas disponibles

Autres spécifications

Hauteur de l’emballage

19 mm

Largeur d’emballage

165 mm

Largeur du produit

155 mm

Livre d‘étude

Non

Longueur d’emballage

241 mm

Longueur du produit

235 mm

Poids de l’emballage

517 g

Police de caractères extra large

Non

Édition

2003 ed.

EAN

EAN

9783764370008

Sécurité des produits

Opérateur économique responsable dans l’UE

Afficher les données

Vous trouverez cet article :

Catégories

Science et nature

Mathématiques

Mathématiques appliquées

Processus stochastique

Livres

Livre, ebook ou livre audio ?

Livre

Disponibilité

Disponible à l’adresse suivante

Langue

Anglais

Type de livre

Hardcover