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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...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin ; Boston :
Walter de Gruyter GmbH,
[2018]
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| Collection: | De Gruyter studies in mathematics ;
67. |
| Sujets: | |
| Accès en ligne: | Texto completo |
Table des matières:
- Markov chains with discrete state spaces
- General Markov chains: ergodicity in total variation
- Markov processes with continuous time
- Weak ergodic rates
- The law of large numbers and the central limit theorem
- Functional limit theorems.