Ergodicity and Stability of Stochastic Processes

Beschreibung

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.

Autor*in

A. A. Borovkov

Themen in »Ergodicity and Stability of Stochastic Processes«

Probability & Mathematical Statistics Statistics Statistik Wahrscheinlichkeitsrechnung u. mathematische Statistik

Stimmen zu »Ergodicity and Stability of Stochastic Processes«

Details

Link teilen