Markov Chains and Invariant Probabilities - Onesimo Hernandez-Lerma

Markov Chains and Invariant Probabilities - Bog af Onesimo Hernandez-Lerma & Jean B. Lasserre - Hardback

= {~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 ~.