Markov Chains and Invariant Probabilities - Hardback - 2003

Concerning discrete-time homogeneous Markov chains that admit an invariant probability measure, this book aims to give a presentation on some key issues about the ergodic behavior of these chains. These issues include the various types of convergence of expected and pathwise occupation measures, and ergodic decompositions of the state space.
Year of publication: 2003
Pagination: 208 pages, biography
Format: Hardback
Serie: Progress in Mathematics