Ergodicity and Stability of Stochastic Processes

Ergodicity and Stability of Stochastic Processes
Author :
Publisher : Wiley
Total Pages : 0
Release :
ISBN-10 : 0471979139
ISBN-13 : 9780471979135
Rating : 4/5 (135 Downloads)

Book Synopsis Ergodicity and Stability of Stochastic Processes by : A. A. Borovkov

Download or read book Ergodicity and Stability of Stochastic Processes written by A. A. Borovkov and published by Wiley. This book was released on 1998-10-22 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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