MARKOV CHAINS AND INVARIANT PROBABILITIES by Onesimo Hernandez-Lerma, Jean-Bernard Lasserre ( 9783764370008 )

Item Details

Title:

MARKOV CHAINS AND INVARIANT PROBABILITIES

By:

Onesimo Hernandez-Lerma, Jean-Bernard Lasserre

Format:

Hardback

List price:	£89.99
We believe that this item is permanently unavailable, and so we cannot source it.

ISBN 10:

3764370009

ISBN 13:

9783764370008

Publisher:

BIRKHAUSER VERLAG AG

Pub. date:

24 February, 2003

Series:

Progress in Mathematics v. 211

Pages:

208

Description:

Concerning discrete-time homogeneous Markov chains that admit an invariant probability measure, this book aims to give a presentation on some key issues about the ergodic behavior of these chains. These issues include the various types of convergence of expected and pathwise occupation measures, and ergodic decompositions of the state space.

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 (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, ...The Me ~. 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 ~. (or the t.p.f. P).

Illustrations:

biography

Publication:

Switzerland

Imprint:

Birkhauser Verlag AG

Returns:

Returnable

Some other items by this author:

ADAPTIVE MARKOV CONTROL PROCESSES (HB)

ADAPTIVE MARKOV CONTROL PROCESSES (PB)

AN INTEGRATED APPROACH IN PRODUCTION PLANNING AND SCHEDULING (PB)