Titlebook: Markov Chains and Invariant Probabilities; Onésimo Hernández-Lerma,Jean Bernard Lasserre Book 2003 Birkh?user Verlag 2003 Markov chain.erg

預(yù)定

Onésimo Herná-Lerma,Jean Bernard Lasserrestems von Tarski, das in einem gewissen Sinne (auch für die absolute Geometrie) gleichwertig ist mit dem Hilbertschen Axiomensystem, aber formalisiert ist in einer Sprache, die für die Betrachtungen in Teil II besonders geeignet ist. Mehrere solche Axio- mensysteme wurden schon vor langer Zeit von T

Mechanics

滔滔不絕地說

instate

Countable Markov Chains 2,… with the discrete topology. In this case.is the o-algebra of all the subsets of.The corresponding one-step t.p.f..is an infinite matrix {P(i, j)} where As in §2.2, the n-step t.p.f. is denoted by.and it can be obtained recursively as..=Pn.for all n = 1, 2 with Po =.the identity matrix.

引導(dǎo)

Harris Markov Chainsnsively studied in the literature, mainly because they are by far the MCs that enjoy the strongest properties. In fact, we will see that Harris MCs are the exact analogue in uncountable state spaces of the recurrent countable-state MCs.

SKIFF

Feller Markov Chainse Feller property is a continuity property on the t.p.f. . of the MC. In particular, it permits to derive simple necessary and/or sufficient conditions for existence of an invariant p.m. for . (recall that most results in the previous chapters assumed that the MC had an invariant p.m.). In fact, mos

襲擊

amorphous

0743-1643 run behavior of Markov chains on uncountable spacesThis 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 p

擁護(hù)

Gentry

Feller Markov Chainst conditions for existence of an invariant p.m. do assume the weak-Feller property, and as can be shown in simple examples, the failure to satisfy this continuity condition can have important consequences (see, e.g., the MC defined by (7.3.1) below).