Authors:
- Some of the results presented appear for the first time in book form
- Emphasis on the role of expected occupation measures to study the long-run behavior of Markov chains on uncountable spaces
Part of the book series: Progress in Mathematics (PM, volume 211)
Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (12 chapters)
-
Front Matter
-
Preliminaries
-
Markov Chains and Ergodicity
-
Front Matter
-
-
Further Ergodicity Properties
-
Front Matter
-
-
Existence and Approximation of Invariant Probability Measures
-
Front Matter
-
-
Back Matter
About this book
Reviews
"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."
--MathSciNet
Authors and Affiliations
-
Departamento de Matemáticas, CINVESTAV-IPN, México, México
Onésimo Hernández-Lerma
-
LAAS-CNRS, France
Jean Bernard Lasserre
Bibliographic Information
Book Title: Markov Chains and Invariant Probabilities
Authors: Onésimo Hernández-Lerma, Jean Bernard Lasserre
Series Title: Progress in Mathematics
DOI: https://doi.org/10.1007/978-3-0348-8024-4
Publisher: Birkhäuser Basel
-
eBook Packages: Springer Book Archive
Copyright Information: Birkhäuser Verlag 2003
Hardcover ISBN: 978-3-7643-7000-8Published: 24 February 2003
Softcover ISBN: 978-3-0348-9408-1Published: 23 October 2012
eBook ISBN: 978-3-0348-8024-4Published: 06 December 2012
Series ISSN: 0743-1643
Series E-ISSN: 2296-505X
Edition Number: 1
Number of Pages: XVI, 208
Topics: Probability Theory and Stochastic Processes, Operations Research, Management Science, Mathematical Methods in Physics