Markov Chains and Invariant Probabilities:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Basel
Birkhäuser Basel
2003
|
| Schriftenreihe: | Progress in Mathematics
211 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (XVI, 208 p) |
| ISBN: | 9783034880244 9783034894081 |
| DOI: | 10.1007/978-3-0348-8024-4 |
Internformat
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| 490 | 0 | |a Progress in Mathematics |v 211 | |
| 500 | |a 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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Datensatz im Suchindex
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| any_adam_object | |
| author | Hernández-Lerma, Onésimo |
| author_facet | Hernández-Lerma, Onésimo |
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| author_sort | Hernández-Lerma, Onésimo |
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| building | Verbundindex |
| bvnumber | BV042422015 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)1165543457 (DE-599)BVBBV042422015 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-0348-8024-4 |
| format | Electronic eBook |
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| id | DE-604.BV042422015 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:10Z |
| institution | BVB |
| isbn | 9783034880244 9783034894081 |
| language | English |
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| physical | 1 Online-Ressource (XVI, 208 p) |
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| spelling | Hernández-Lerma, Onésimo Verfasser aut Markov Chains and Invariant Probabilities by Onésimo Hernández-Lerma, Jean Bernard Lasserre Basel Birkhäuser Basel 2003 1 Online-Ressource (XVI, 208 p) txt rdacontent c rdamedia cr rdacarrier Progress in Mathematics 211 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 Mathematics Distribution (Probability theory) Mathematical physics Probability Theory and Stochastic Processes Operations Research, Management Science Mathematical Methods in Physics Mathematik Mathematische Physik Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd rswk-swf Markov-Kette (DE-588)4037612-6 gnd rswk-swf Ergodentheorie (DE-588)4015246-7 gnd rswk-swf Markov-Kette (DE-588)4037612-6 s Ergodentheorie (DE-588)4015246-7 s Wahrscheinlichkeitsmaß (DE-588)4137556-7 s 1\p DE-604 Lasserre, Jean Bernard Sonstige oth https://doi.org/10.1007/978-3-0348-8024-4 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Hernández-Lerma, Onésimo Markov Chains and Invariant Probabilities Mathematics Distribution (Probability theory) Mathematical physics Probability Theory and Stochastic Processes Operations Research, Management Science Mathematical Methods in Physics Mathematik Mathematische Physik Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd Markov-Kette (DE-588)4037612-6 gnd Ergodentheorie (DE-588)4015246-7 gnd |
| subject_GND | (DE-588)4137556-7 (DE-588)4037612-6 (DE-588)4015246-7 |
| title | Markov Chains and Invariant Probabilities |
| title_auth | Markov Chains and Invariant Probabilities |
| title_exact_search | Markov Chains and Invariant Probabilities |
| title_full | Markov Chains and Invariant Probabilities by Onésimo Hernández-Lerma, Jean Bernard Lasserre |
| title_fullStr | Markov Chains and Invariant Probabilities by Onésimo Hernández-Lerma, Jean Bernard Lasserre |
| title_full_unstemmed | Markov Chains and Invariant Probabilities by Onésimo Hernández-Lerma, Jean Bernard Lasserre |
| title_short | Markov Chains and Invariant Probabilities |
| title_sort | markov chains and invariant probabilities |
| topic | Mathematics Distribution (Probability theory) Mathematical physics Probability Theory and Stochastic Processes Operations Research, Management Science Mathematical Methods in Physics Mathematik Mathematische Physik Wahrscheinlichkeitsmaß (DE-588)4137556-7 gnd Markov-Kette (DE-588)4037612-6 gnd Ergodentheorie (DE-588)4015246-7 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Mathematical physics Probability Theory and Stochastic Processes Operations Research, Management Science Mathematical Methods in Physics Mathematik Mathematische Physik Wahrscheinlichkeitsmaß Markov-Kette Ergodentheorie |
| url | https://doi.org/10.1007/978-3-0348-8024-4 |
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