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.Contents?Part I: Ergodic Rates for Markov Chains and Processes Markov Chains with Discrete State Spaces General Markov Chains: Ergodicity in Total Variation Markov Processeswith Continuous Time Weak Ergodic Rates Part II: Limit Theorems The Law of Large Numbers and the Central Limit Theorem Functional Limit Theorems Additional ISBNs3110458705, 3110458934, 9783110458701, 9783110458930Ergodic Behavior of Markov Processes: With Applications to Limit Theorems 1st Edition is written by Alexei Kulik and published by De Gruyter. ISBNs for Ergodic Behavior of Markov Processes are 9783110458718, 3110458713 and the print ISBNs are 9783110458701, 3110458705. Additional ISBNs include 3110458705, 3110458934, 9783110458701, 9783110458930.
Ergodic Behavior of Markov Processes: With Applications to Limit Theorems
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Ergodic Behavior of Markov Processes: With Applications to Limit Theorems
$70.00
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.Contents?Part I: Ergodic Rates for Markov Chains and Processes Markov Chains with Discrete State Spaces General Markov Chains: Ergodicity in Total Variation Markov Processeswith Continuous Time Weak Ergodic Rates Part II: Limit Theorems The Law of Large Numbers and the Central Limit Theorem Functional Limit Theorems Additional ISBNs3110458705, 3110458934, 9783110458701, 9783110458930Read More Ergodic Behavior of Markov Processes: With Applications to Limit Theorems 1st Edition is written by Alexei Kulik and published by De Gruyter. ISBNs for Ergodic Behavior of Markov Processes are 9783110458718, 3110458713 and the print ISBNs are 9783110458701, 3110458705. Additional ISBNs include 3110458705, 3110458934, 9783110458701, 9783110458930.
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