# Markov Chains and Invariant Probabilities

## byOnésimo Hernández-lerma, Jean B. Lasserre

### Pricing and Purchase Info

\$129.29 online
\$137.95 list price save 6%
Earn 646 plum® points

Prices and offers may vary in store

Quantity:

In stock online

Ships free on orders over \$25

Not available in stores

This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior. To this end, most of the material is in fact about stable Mes, by which we mean Mes that admit an invariant probability measure. To state this more precisely and give an overview of the questions we shall be dealing with, we will first introduce some notation and terminology. Let (X,B) be a measurable space, and consider a X-valued Markov chain ~. = {~k' k = 0, 1, ... } with transition probability function (t.pJ.) P(x, B), i.e., P(x, B) := Prob (~k+1 E B I ~k = x) for each x E X, B E B, and k = 0,1, .... The Me ~. is said to be stable if there exists a probability measure (p.m.) /.l on B such that (*) VB EB. /.l(B) = Ix /.l(dx) P(x, B) If (*) holds then /.l is called an invariant p.m. for the Me ~. (or the t.p.f. P).
Title:Markov Chains and Invariant ProbabilitiesFormat:PaperbackDimensions:208 pagesPublished:October 23, 2012Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3034894082

ISBN - 13:9783034894081

Look for similar items by category: