Markov chains on metric spaces a short course /
This book gives an introduction to discrete-time Markov chains which evolve on a separable metric space. The focus is on the ergodic properties of such chains, i.e., on their long-term statistical behaviour. Among the main topics are existence and uniqueness of invariant probability measures, irredu...
Main Author: | Benaim, Michel, |
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Other Authors: | Hurth, Tobias,, SpringerLink (Online service) |
Format: | eBook |
Language: | English |
Published: |
Cham :
Springer,
[2022]
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Physical Description: |
1 online resource (xv, 197 pages) : illustrations. |
Series: |
Universitext.
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Subjects: |
CMU Electronic Access
Electronic Resource Click HereLocation | Call Number: | Status |
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CMU Electronic Access | Available |