Articles liés à Markov Chains and Invariant Probabilities
Synopsis
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.
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Markov Chains and Invariant Probabilities
Edité par
Birkhäuser Basel, 2012
ISBN 10 : 3034894082
ISBN 13 : 9783034894081
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Some of the results presented appear for the first time in book formEmphasis on the role of expected occupation measures to study the long-run behavior of Markov chains on uncountable spacesThis book is about discrete-time, time-homoge. N° de réf. du vendeur 4319225
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Markov Chains and Invariant Probabilities (Progress in Mathematics)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9783034894081_new
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Markov Chains and Invariant Probabilities
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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). N° de réf. du vendeur 9783034894081
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Markov Chains and Invariant Probabilities (Progress in Mathematics)
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9783034894081
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Markov Chains and Invariant Probabilities
Edité par
Birkhäuser Basel, Birkhäuser Basel Okt 2012, 2012
ISBN 10 : 3034894082
ISBN 13 : 9783034894081
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -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).Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 228 pp. Englisch. N° de réf. du vendeur 9783034894081
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Markov Chains and Invariant Probabilities
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 228. N° de réf. du vendeur 2698180870
Quantité disponible : 4 disponible(s)
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Markov Chains and Invariant Probabilities (Progress in Mathematics)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. 228 pages. 9.25x6.10x0.52 inches. In Stock. N° de réf. du vendeur x-3034894082
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Markov Chains and Invariant Probabilities
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Print on Demand pp. 228 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 95264985
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Markov Chains and Invariant Probabilities
impression à la demandeVendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Etat : New. PRINT ON DEMAND pp. 228. N° de réf. du vendeur 1898180876
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Markov Chains and Invariant Probabilities
Edité par
Springer, Basel, Birkhäuser Basel, Birkhäuser Okt 2012, 2012
ISBN 10 : 3034894082
ISBN 13 : 9783034894081
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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). 208 pp. Englisch. N° de réf. du vendeur 9783034894081
Quantité disponible : 2 disponible(s)