Markov chains and invariant probabilities /
Saved in:
| Author / Creator: | Hernández-Lerma, O. (Onésimo) |
|---|---|
| Imprint: | Basel ; Boston : Birkhäuser Verlag, c2003. |
| Description: | xvi, 205 p. ; 24 cm. |
| Language: | English |
| Series: | Progress in mathematics ; v. 211 Progress in mathematics (Boston, Mass.) ; v. 211. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4887558 |
Table of Contents:
- 1. Preliminaries
- 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.
