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Doeblin and Modern Probability.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Providence :
American Mathematical Society,
2015.
|
| Colección: | Contemporary Mathematics.
|
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Contents
- Preface
- Introduction
- Doeblin's Life and Work
- Doeblin's life and work from his correspondence
- Reminiscences of one of Doeblin's papers
- Coupling
- The coupling technique in interacting particle systems
- Coupling and shift-coupling random sequences
- Continued Fractions and Ergodicity
- Doeblin and the metric theory of continued fractions: A functional theoretic solution to Gauss' 1812 problem
- A basic tool in mathematical chaos theory: Doeblin and Fortet's ergodic theorem and Ionescu Tulcea and Marinescu's generalization
- ""The nearest integer continued fraction expansion: An approach in the spirit of Doeblin""""Independent and Weakly Dependent Random Variables""; ""On the weighted asymptotics of partial sums and empirical processes of independent random variables""; ""Homoclinic approach to the central limit theorem for dynamical systems""; ""Asymptotic results for Ï?-mixing sequences""; ""The central limit theorem and Markov sequences""; ""Homogeneous and Non-homogeneous Markov Chains""; ""Behaviour of infinite products with applications to non-homogeneous Markov chains""
- Applications of ergodicity coefficients to homogeneous Markov chainsMarkov Processes
- Applications of some constructions of Markov processes
- The Doeblin decomposition
- Generalized resolvents and Harris recurrence of Markov processes
- Stochastic and Nonstochastic Matrices
- Majorization, monotonicity of relative entropy, and stochastic matrices
- Products of stochastic, nonstochastic, and random matrices
- Shuffling with two matrices
- Stochastic Processes
- Continuous time gambling problems
- Stochastic processes with long range interactions of the pathsSome remarks on products of random affine maps on (R+)d
- A multivariate look at E. Sparre Andersen's equivalence principle
- Regeneration for chains of infinite order and random maps