Ergodicity and Stability of Stochastic Processes |
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| Editor:
| Borovkov, A. A. |
| Series title: | Wiley Series in Probability and Statistics Ser. |
| ISBN: | 978-0-470-86607-8 |
| Publication Date: | Nov 2000 |
| Publisher: | John Wiley & Sons, Incorporated
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| Book Format: | Digital download |
| List Price: | Contact Supplier contact
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Book Description:
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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.
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.