Table of contents
About this book
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.
- Book Title Markov Chains and Invariant Probabilities
- Series Title Progress in Mathematics
- Series Abbreviated Title Progress in Mathematics(Birkhäuser)
- DOI https://doi.org/10.1007/978-3-0348-8024-4
- Copyright Information Birkhäuser Verlag 2003
- Publisher Name Birkhäuser, Basel
- eBook Packages Springer Book Archive
- Hardcover ISBN 978-3-7643-7000-8
- Softcover ISBN 978-3-0348-9408-1
- eBook ISBN 978-3-0348-8024-4
- Series ISSN 0743-1643
- Series E-ISSN 2296-505X
- Edition Number 1
- Number of Pages XVI, 208
- Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
Probability Theory and Stochastic Processes
Operations Research, Management Science
Mathematical Methods in Physics
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"It should be stressed that an important part of the results presented is due to the authors. . . . In the reviewer's opinion, this is an elegant and most welcome addition to the rich literature of Markov processes."