LIBROS DEL AUTOR: siegfried wichmann

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  • Markov Chains and Invariant Probabilities
    Jean Bernard Lasserre / Onesimo Hernandez-Lerma / Siegfried Wichmann
    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 no...
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