Ergodicity and Stability of Stochastic Processes

By A. A. Borovkov

Ergodicity and Stability of Stochastic Processes
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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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