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Markov Chains and Invariant Probabilities - Progress in Mathematics Onesimo Hernandez-Lerma 2003 Edition
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Markov Chains and Invariant Probabilities - Progress in Mathematics
Onesimo Hernandez-Lerma
= {~k' k = 0, 1, ... } with transition probability function (t.pJ.) 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, .... 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 ~.
208 pages, biography
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 24. februarja 2003 |
| ISBN13 | 9783764370008 |
| Založniki | Birkhauser Verlag AG |
| Strani | 208 |
| Dimenzije | 155 × 235 × 14 mm · 498 g |
| Jezik | Angleščina |
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