Ergodicity and Stability of Stochastic Processes

MTW

Journal of the American Statistical Association · 2000 · 188 citations · 0 references

Concepts

Abstract

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.