Markov Chains and Invariant Probabilities (Paperback, Softcover reprint of the original 1st ed. 2003)

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).

General

Imprint:	Birkhauser Verlag AG
Country of origin:	Switzerland
Series:	Progress in Mathematics, 211
Release date:	October 2012
First published:	2003
Authors:	Onesimo Hernandez-Lerma • Jean B. Lasserre
Dimensions:	235 x 155 x 12mm (L x W x T)
Format:	Paperback
Pages:	208
Edition:	Softcover reprint of the original 1st ed. 2003
ISBN-13:	978-3-03-489408-1
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Physics > General Books > Business & Economics > Business & management > Management & management techniques > Operational research Books > Science & Mathematics > Mathematics > Applied mathematics > General Promotions
LSN:	3-03-489408-2
Barcode:	9783034894081

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!