Hernández-Lerma O., Lasserre J.B. Markov Chains and Invariant Probabilitie

Basel: Birkhäuser, 2003. — 233 p.This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior.Preface
Abbreviations
List of Symbols
Preliminaries
Markov Chains and Ergodicity
Markov Chains and Ergodic Theorems
Countable Markov Chains
Harris Markov Chains
Markov Chains in Metric Spaces
Classification of Markov Chains via Occupation Measures
Further Ergodicity Properties
Feller Markov Chains
The Poisson Equation
Strong and Uniform Ergodicity
Existence and Approximation of Invariant Probability Measures
Existence and Uniqueness of Invariant Probability Measures
Existence and Uniqueness of Fixed Points for Markov Operators
Approximation Procedures for Invariant Probability Measures
Bibliography
Index