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Local Limit Theorems for Inhomogeneous Markov Chains
Taschenbuch von Omri M. Sarig (u. a.)
Sprache: Englisch

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Über den Autor
¿Dmitry Dolgopyat is a Distiguished Professor at the University of Maryland, and a member of the advisory board of the Brin Mathematics Research Center. He obtained his doctorate from Princeton University, and has held positions at the University of California at Berkeley, and at the Pennsylvania State University.

Omri Sarig is the Theodore R. and Edlyn Racoosin Professor of Mathematics at the Weizmann Institute of Science. He obtained his doctorate from Tel-Aviv University, and has held positions at the University of Warwick and the Pennsylvania State University.

¿Dmitry Dolgopyat and Omri Sarig work at the intersection of ergodic theory, probability theory, and the theory of dynamical systems. They have an ongoing collaboration aimed at studying probabilistic limit theorems for dynamical systems.

Inhaltsverzeichnis
- 1. Overview. - 2. Markov Arrays, Additive Functionals, and Uniform Ellipticity. - 3. Variance Growth, Center-Tightness, and the Central Limit Theorem. - 4. The Essential Range and Irreducibility. - 5. The Local Limit Theorem in the Irreducible Case. - 6. The Local Limit Theorem in the Reducible Case. - 7. Local Limit Theorems for Moderate Deviations and Large Deviations. - 8. Important Examples and Special Cases. - 9. Local Limit Theorems for Markov Chains in Random Environments.
Details
Erscheinungsjahr: 2023
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: xiii
342 S.
1 farbige Illustr.
342 p. 1 illus. in color.
ISBN-13: 9783031326004
ISBN-10: 3031326008
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Sarig, Omri M.
Dolgopyat, Dmitry
Auflage: 1st edition 2023
Hersteller: Springer Nature Switzerland
Springer International Publishing
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 20 mm
Von/Mit: Omri M. Sarig (u. a.)
Erscheinungsdatum: 01.08.2023
Gewicht: 0,54 kg
Artikel-ID: 126784195
Über den Autor
¿Dmitry Dolgopyat is a Distiguished Professor at the University of Maryland, and a member of the advisory board of the Brin Mathematics Research Center. He obtained his doctorate from Princeton University, and has held positions at the University of California at Berkeley, and at the Pennsylvania State University.

Omri Sarig is the Theodore R. and Edlyn Racoosin Professor of Mathematics at the Weizmann Institute of Science. He obtained his doctorate from Tel-Aviv University, and has held positions at the University of Warwick and the Pennsylvania State University.

¿Dmitry Dolgopyat and Omri Sarig work at the intersection of ergodic theory, probability theory, and the theory of dynamical systems. They have an ongoing collaboration aimed at studying probabilistic limit theorems for dynamical systems.

Inhaltsverzeichnis
- 1. Overview. - 2. Markov Arrays, Additive Functionals, and Uniform Ellipticity. - 3. Variance Growth, Center-Tightness, and the Central Limit Theorem. - 4. The Essential Range and Irreducibility. - 5. The Local Limit Theorem in the Irreducible Case. - 6. The Local Limit Theorem in the Reducible Case. - 7. Local Limit Theorems for Moderate Deviations and Large Deviations. - 8. Important Examples and Special Cases. - 9. Local Limit Theorems for Markov Chains in Random Environments.
Details
Erscheinungsjahr: 2023
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: xiii
342 S.
1 farbige Illustr.
342 p. 1 illus. in color.
ISBN-13: 9783031326004
ISBN-10: 3031326008
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Sarig, Omri M.
Dolgopyat, Dmitry
Auflage: 1st edition 2023
Hersteller: Springer Nature Switzerland
Springer International Publishing
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 20 mm
Von/Mit: Omri M. Sarig (u. a.)
Erscheinungsdatum: 01.08.2023
Gewicht: 0,54 kg
Artikel-ID: 126784195
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