Markov Chains and Invariant Probabilities
by O. Hernández-Lerma
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.
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Markov Chains and Invariant Probabilities
2003, Birkhäuser Basel, Imprint: Birkhäuser
electronic resource /
in English
3034894082 9783034894081
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| March 28, 2025 | Edited by ImportBot | Redacting ocaids |
| September 28, 2024 | Edited by MARC Bot | import existing book |
| February 27, 2022 | Edited by ImportBot | import existing book |
| February 26, 2022 | Edited by ImportBot | import existing book |
| July 5, 2019 | Created by MARC Bot | Imported from Internet Archive item record |