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Lasserre / Hernández-Lerma

Markov Chains and Invariant Probabilities

Medium: Buch
ISBN: 978-3-0348-9408-1
Verlag: Birkhäuser Basel
Erscheinungstermin: 23.10.2012
Lieferfrist: bis zu 10 Tage

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.


Produkteigenschaften


  • Artikelnummer: 9783034894081
  • Medium: Buch
  • ISBN: 978-3-0348-9408-1
  • Verlag: Birkhäuser Basel
  • Erscheinungstermin: 23.10.2012
  • Sprache(n): Englisch
  • Auflage: Softcover Nachdruck of the original 1. Auflage 2003
  • Serie: Progress in Mathematics
  • Produktform: Kartoniert
  • Gewicht: 353 g
  • Seiten: 208
  • Format (B x H x T): 155 x 235 x 13 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

1 Preliminaries.- 1.1 Introduction.- 1.2 Measures and Functions.- 1.3 Weak Topologies.- 1.4 Convergence of Measures.- 1.5 Complements.- 1.6 Notes.- I Markov Chains and Ergodicity.- 2 Markov Chains and Ergodic Theorems.- 3 Countable Markov Chains.- 4 Harris Markov Chains.- 5 Markov Chains in Metric Spaces.- 6 Classification of Markov Chains via Occupation Measures.- II Further Ergodicity Properties.- 7 Feller Markov Chains.- 8 The Poisson Equation.- 9 Strong and Uniform Ergodicity.- III Existence and Approximation of Invariant Probability Measures.- 10 Existence of Invariant Probability Measures.- 11 Existence and Uniqueness of Fixed Points for Markov Operators.- 12 Approximation Procedures for Invariant Probability Measures.