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Ergodic Behavior of Markov Processes
With Applications to Limit Theorems
Buch von Alexei Kulik
Sprache: Englisch

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Beschreibung
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

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

Details
Empfohlen (von): 22
Erscheinungsjahr: 2017
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Inhalt: X
257 S.
30 s/w Illustr.
30 b/w ill.
ISBN-13: 9783110458701
ISBN-10: 3110458705
Sprache: Englisch
Autor: Kulik, Alexei
Hersteller: De Gruyter
Verantwortliche Person für die EU: Walter de Gruyter GmbH, De Gruyter GmbH, Genthiner Str. 13, D-10785 Berlin, productsafety@degruyterbrill.com
Abbildungen: 30 b/w ill.
Maße: 20 x 176 x 246 mm
Von/Mit: Alexei Kulik
Erscheinungsdatum: 23.11.2017
Gewicht: 0,579 kg
Artikel-ID: 110602141
Details
Empfohlen (von): 22
Erscheinungsjahr: 2017
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Inhalt: X
257 S.
30 s/w Illustr.
30 b/w ill.
ISBN-13: 9783110458701
ISBN-10: 3110458705
Sprache: Englisch
Autor: Kulik, Alexei
Hersteller: De Gruyter
Verantwortliche Person für die EU: Walter de Gruyter GmbH, De Gruyter GmbH, Genthiner Str. 13, D-10785 Berlin, productsafety@degruyterbrill.com
Abbildungen: 30 b/w ill.
Maße: 20 x 176 x 246 mm
Von/Mit: Alexei Kulik
Erscheinungsdatum: 23.11.2017
Gewicht: 0,579 kg
Artikel-ID: 110602141
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