Buch, Englisch, Band 211, 208 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1100 g
Reihe: Progress in Mathematics
Buch, Englisch, Band 211, 208 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1100 g
Reihe: Progress in Mathematics
ISBN: 978-3-7643-7000-8
Verlag: Springer
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.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Operations Research Spieltheorie
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
Weitere Infos & Material
1 Preliminaries.- 1.1 Introduction.- 1.2 Measures and Functions.- 1.3 Weak Topologies.- 1.4 Convergence of Measures.- 1.5 Complements.- 1.6 Notes.- I Markov Chains and Ergodicity.- 2 Markov Chains and Ergodic Theorems.- 3 Countable Markov Chains.- 4 Harris Markov Chains.- 5 Markov Chains in Metric Spaces.- 6 Classification of Markov Chains via Occupation Measures.- II Further Ergodicity Properties.- 7 Feller Markov Chains.- 8 The Poisson Equation.- 9 Strong and Uniform Ergodicity.- III Existence and Approximation of Invariant Probability Measures.- 10 Existence of Invariant Probability Measures.- 11 Existence and Uniqueness of Fixed Points for Markov Operators.- 12 Approximation Procedures for Invariant Probability Measures.
