Ergodicity and stability of stochastic processes
著者
書誌事項
Ergodicity and stability of stochastic processes
（Wiley series in probability and mathematical statistics）
Wiley, c1998
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注記
Includes bibliographical references (p. [559]-575) and index
内容説明・目次
内容説明
This text represents an account of ergodicity and the stability of random processes. It explores the important processes of Markov chains (MC) in arbitrary state space, stochastic recursive sequences (SRC), and Markov chains in random environments (MCRI), as well as their continuous time analogues. Special attention is also paid to vector-valued processes and their application to establish conditions of ergodicity in queueing and communication networks like polling networks, Jackson networks and the multi-access networks associated with the ALOHA algorithm.
目次
- Harris Markov chains
- ergodicity of non-Harris chains
- stochastic recursive sequences
- Markov chains in random environment
- multidimensional Markov processes
- two dimensional random walks
- three (and more) dimensional random walks
- continuous time Markov processes
- ergodicity of communication and queueing networks.
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