Ergodicity and Stability of Stochastic Processes | ISBN 9780470866078

Ergodicity and Stability of Stochastic Processes

herausgegeben von A. A. Borovkov
Buchcover Ergodicity and Stability of Stochastic Processes  | EAN 9780470866078 | ISBN 0-470-86607-1 | ISBN 978-0-470-86607-8

Ergodicity and Stability of Stochastic Processes

herausgegeben von A. A. Borovkov
Translated from Russian, this book is an up-to-date account of ergodicity and of the stability of random processes. Important examples are Markov chains (MC) in arbitrary state space, stochastic recursive sequences (SRC) and MC in random environments (MCRI), as well as their continous time analogues.