Ergodic Behavior of Markov Processes
With Applications to Limit Theorems
Seiten
| Ausstattung: Hardcover & eBook
2018
De Gruyter
978-3-11-045894-7 (ISBN)
De Gruyter
978-3-11-045894-7 (ISBN)
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The general topic of this book is the ergodic behavior of Markov processes. More specifically, a detailed introduction to methods for proving upper bounds for ergodic rates is presented. These methods are applied by discussing limit theorems for functionals of Markov processes. Except for some background in probability and measure theory, knowledge of stochastic processes and stochastic differential equations helps in studying specific examples.
Alexei Kulik, National Academy of Sciences, Ukraine.
| Reihe/Serie | De Gruyter Studies in Mathematics ; 67 |
|---|---|
| Zusatzinfo | Includes a print version and an ebook |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 170 x 240 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik |
| Schlagworte | Ergodicity • ergodic rates • limit theorems • Markov Processes |
| ISBN-10 | 3-11-045894-2 / 3110458942 |
| ISBN-13 | 978-3-11-045894-7 / 9783110458947 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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