Markov Chains and Invariant Probabilities
Our rough guess is there are 51,500 words in this book.
At a pace averaging 250 words per minute, this book will take 3 hours and 26 minutes to read. With a half hour per day, this will take 7 days to read.
How long will it take you?
This book will take an estimated to read at a reading speed averaging words per minute. With 30 minutes per day, this will take to read.
Enter your reading speedYou can take one of our WPM reading speed tests to find your reading speed.
Create a free account to track your reading progress, build your reading list, and set reading goals.
Author
Contributions
- Lasserre, Jean Bernard - Contributor
Publication
2003 - Birkhäuser Basel, Basel, Switzerland
Language
English
Word Count
51,500 words, Guess
Page Count
206 pages
Physical Format
[electronic resource] /
Identifiers
- Open LibraryOL27072837M
- ISBN-139783034894081
- ISBN-103034894082
- OCLC Control Number851838160
- OCLC Control Numbermarkovchainsinva00hern_577
Classifications
- DDC519.2
- LCCQA273.A1-274.9
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.
Subjects
Series Statement
- Progress in Mathematics -- 211
Similar Books
Reader Reviews
No reviews yet for this book.
Be the first to share your thoughts!