Topics in the Constructive Theory of Countable Markov Chains

Klappentext Provides methods of analysing Markov chains based on Lyapunov functions. Zusammenfassung The main point of the present book is to provide methods of analysing Markov chains based on Lyapunov functions. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations. Inhaltsverzeichnis Introduction and history; 1. Preliminaries; 2. General criteria; 3. Explicit construction of Lyapunov functions; 4. Ideology of induced chains; 5. Random walks in two dimensional complexes; 6. Stability; 7. Exponential convergence and analyticity for ergodic Markov chains; Bibliography.

Dettagli sul prodotto

• Autori: G. Fayolle, G. (Institut National De Recherche En Inf Fayolle, G. Malyshev Fayolle, Fayolle G., V. A. Malyshev, Malyshev V. A., M. V. Menshikov, Menshikov M. V.
• Editore: Cambridge University Press ELT
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 05.06.2008
• EAN: 9780521064477
• ISBN: 978-0-521-06447-7
• Pagine: 180
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica; MATHEMATICS / Probability & Statistics / General, Probability & statistics, Probability and statistics