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Markov Chains and Invariant Probabilities /

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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 vario...

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Bibliographic Details
Main Author: Hernández-Lerma, O. (Onésimo)
Corporate Author: SpringerLink (Online service)
Other Authors: Lasserre, Jean-Bernard
Format: eBook
Language:English
Published: Basel : Birkhäuser Basel : Imprint : Birkhäuser, 2003.
Series:Progress in Mathematics ; ; 211.
Subjects:
Mathematics.
Distribution (Probability theory)
Mathematical physics.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Preliminaries
  • Markov Chains and Ergodic Theorems
  • Countable Markov Chains
  • Harris Markov Chains
  • Markov Chains in Metric Spaces
  • Classification of Markov Chains via Occupation Measures
  • Feller Markov Chains
  • The Poisson Equation
  • Strong and Uniform Ergodicity
  • Existence of Invariant Probability Measures
  • Existence and Uniqueness of Fixed Points for Markov Operators
  • Approximation Procedures for Invariant Probability Measures.