Ergodic Behavior of Markov Processes (eBook)

With Applications to Limit Theorems

Alexei Kulik (Autor)

eBook Download: EPUB

2017
267 Seiten
De Gruyter (Verlag)
978-3-11-045871-8 (ISBN)

Infos

The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples.

Contents?
Part I: Ergodic Rates for Markov Chains and Processes
Markov Chains with Discrete State Spaces
General Markov Chains: Ergodicity in Total Variation
MarkovProcesseswithContinuousTime
Weak Ergodic Rates

Part II: Limit Theorems
The Law of Large Numbers and the Central Limit Theorem
Functional Limit Theorems

Alexei Kulik, National Academy of Sciences, Ukraine.

Autor

lt;P>Alexei Kulik, National Academy of Sciences, Ukraine.

Rezensionen

lt;P>"This book is clearly written, with many examples, and will be of interest to advanced students and researchers who wish to learn more about quantitative ergodic theory for Markov processes."
Max Fathi in: Mathematical Reviews Clippings (2019) MR3791835

Produkt-Details

• Erscheint lt. Verlag: 20.11.2017
• Reihe/Serie: De Gruyter Studies in Mathematics
• Reihe/Serie: De Gruyter Studies in Mathematics
• Reihe/Serie: ISSN
• Reihe/Serie: ISSN
• Zusatzinfo: 30 b/w ill.
• Verlagsort: Berlin/Boston
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Analysis
• Schlagworte: Ergodicity • ergodic rates • limit theorems • Markov Processes
• ISBN-10: 3-11-045871-3 / 3110458713
• ISBN-13: 978-3-11-045871-8 / 9783110458718