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Ergodic behavior of Markov processes : with applications to 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 s...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin ; Boston :
Walter de Gruyter GmbH,
[2018]
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| Colección: | De Gruyter studies in mathematics ;
67. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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.-- |
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| Descripción Física: | 1 online resource (x, 256 pages) |
| Bibliografía: | Includes bibliographical references (pages 249-254) and index. |
| ISBN: | 9783110458947 3110458942 9783110458718 3110458713 9783110458930 3110458934 3110458705 9783110458701 |
| ISSN: | 0179-0986 ; |