Invariant Probabilities of Markov-Feller Operators and Their Supports
Publication year: 2005
ISBN: 978-3-7643-7344-3
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In this book invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes are discussed. These Feller processes appear in the study of iterated function systems with probabilities, convolution operators, certain time series, etc. Rather than dealing with the processes, the transition probabilities and the operators associated with these processes are studied.
Subject: Mathematics and Statistics, Feller process, Markov process, Markov-Feller operators, Probability theory, ergodicity
