Ergodic Behavior of Markov Processes - With Applications to Limit Theorems (Hardcover)

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 MarkovProcesseswithContinuousTime Weak Ergodic Rates Part II: Limit Theorems The Law of Large Numbers and the Central Limit Theorem Functional Limit Theorems

General

Imprint:	De Gruyter
Country of origin:	Germany
Series:	De Gruyter Studies in Mathematics
Release date:	November 2017
First published:	2018
Authors:	Alexei Kulik
Dimensions:	240 x 170 x 16mm (L x W x T)
Format:	Hardcover - Cloth over boards
Pages:	267
ISBN-13:	978-3-11-045870-1
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Promotions
LSN:	3-11-045870-5
Barcode:	9783110458701

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