Adobe DRM
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.p J.) 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).
€56.84
भाषा अंग्रेज़ी ● स्वरूप PDF ● ISBN 9783034880244 ● प्रकाशक Birkhauser Basel ● प्रकाशित 2012 ● डाउनलोड करने योग्य 3 बार ● मुद्रा EUR ● आईडी 6290650 ● कॉपी सुरक्षा Adobe DRM
एक DRM सक्षम ईबुक रीडर की आवश्यकता है
एक ही लेखक से अधिक ईबुक / संपादक
246,222 इस श्रेणी में ईबुक
