Markov Chains and Invariant Probabilities:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Basel
Birkhäuser Basel
2003
|
| Series: | Progress in Mathematics
211 |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (XVI, 208 p) |
| ISBN: | 9783034880244 9783034894081 |
| DOI: | 10.1007/978-3-0348-8024-4 |
Staff View
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV042422015 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150317s2003 |||| o||u| ||||||eng d | ||
| 020 | |a 9783034880244 |c Online |9 978-3-0348-8024-4 | ||
| 020 | |a 9783034894081 |c Print |9 978-3-0348-9408-1 | ||
| 024 | 7 | |a 10.1007/978-3-0348-8024-4 |2 doi | |
| 035 | |a (OCoLC)1165543457 | ||
| 035 | |a (DE-599)BVBBV042422015 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-703 |a DE-91 |a DE-634 | ||
| 082 | 0 | |a 519.2 |2 23 | |
| 084 | |a MAT 000 |2 stub | ||
| 100 | 1 | |a Hernández-Lerma, Onésimo |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Markov Chains and Invariant Probabilities |c by Onésimo Hernández-Lerma, Jean Bernard Lasserre |
| 264 | 1 | |a Basel |b Birkhäuser Basel |c 2003 | |
| 300 | |a 1 Online-Ressource (XVI, 208 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 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 | ||
| 650 | 4 | |a Mathematics | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 4 | |a Mathematical physics | |
| 650 | 4 | |a Probability Theory and Stochastic Processes | |
| 650 | 4 | |a Operations Research, Management Science | |
| 650 | 4 | |a Mathematical Methods in Physics | |
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Mathematische Physik | |
| 650 | 0 | 7 | |a Wahrscheinlichkeitsmaß |0 (DE-588)4137556-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Markov-Kette |0 (DE-588)4037612-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ergodentheorie |0 (DE-588)4015246-7 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Markov-Kette |0 (DE-588)4037612-6 |D s |
| 689 | 0 | 1 | |a Ergodentheorie |0 (DE-588)4015246-7 |D s |
| 689 | 0 | 2 | |a Wahrscheinlichkeitsmaß |0 (DE-588)4137556-7 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Lasserre, Jean Bernard |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-0348-8024-4 |x Verlag |3 Volltext |
| 912 | |a ZDB-2-SMA |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SMA_Archive | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027857432 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Record in the Search Index
| _version_ | 1804153095829061632 |
|---|---|
| any_adam_object | |
| author | Hernández-Lerma, Onésimo |
| author_facet | Hernández-Lerma, Onésimo |
| author_role | aut |
| author_sort | Hernández-Lerma, Onésimo |
| author_variant | o h l ohl |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02865nmm a2200565zcb4500</leader><controlfield tag="001">BV042422015</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s2003 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783034880244</subfield><subfield code="c">Online</subfield><subfield code="9">978-3-0348-8024-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783034894081</subfield><subfield code="c">Print</subfield><subfield code="9">978-3-0348-9408-1</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-0348-8024-4</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1165543457</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042422015</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hernández-Lerma, Onésimo</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Markov Chains and Invariant Probabilities</subfield><subfield code="c">by Onésimo Hernández-Lerma, Jean Bernard Lasserre</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Basel</subfield><subfield code="b">Birkhäuser Basel</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XVI, 208 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Progress in Mathematics</subfield><subfield code="v">211</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Distribution (Probability theory)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical physics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Probability Theory and Stochastic Processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Operations Research, Management Science</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical Methods in Physics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematische Physik</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wahrscheinlichkeitsmaß</subfield><subfield code="0">(DE-588)4137556-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Markov-Kette</subfield><subfield code="0">(DE-588)4037612-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ergodentheorie</subfield><subfield code="0">(DE-588)4015246-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Markov-Kette</subfield><subfield code="0">(DE-588)4037612-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Ergodentheorie</subfield><subfield code="0">(DE-588)4015246-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Wahrscheinlichkeitsmaß</subfield><subfield code="0">(DE-588)4137556-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Lasserre, Jean Bernard</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-0348-8024-4</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_Archive</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027857432</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV042422015 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:10Z |
| institution | BVB |
| isbn | 9783034880244 9783034894081 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027857432 |
| oclc_num | 1165543457 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (XVI, 208 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Birkhäuser Basel |
| record_format | marc |
| series2 | Progress in Mathematics |
| 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 |
| work_keys_str_mv | AT hernandezlermaonesimo markovchainsandinvariantprobabilities AT lasserrejeanbernard markovchainsandinvariantprobabilities |