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Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness (Paperback, 2001 ed.) Loot Price: R1,482

Discovery Miles 14 820

Repayment Terms: R139 pm x 12*

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Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness (Paperback, 2001 ed.):...

Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness (Paperback, 2001 ed.)

Hubert Hennion, Loic Herve

Series: Lecture Notes in Mathematics, 1766

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Loot Price R1,482 Discovery Miles 14 820 | Repayment Terms: R139 pm x 12*

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This book shows how techniques from the perturbation theory of operators, applied to a quasi-compact positive kernel, may be used to obtain limit theorems for Markov chains or to describe stochastic properties of dynamical systems.A general framework for this method is given and then applied to treat several specific cases. An essential element of this work is the description of the peripheral spectra of a quasi-compact Markov kernel and of its Fourier-Laplace perturbations. This is first done in the ergodic but non-mixing case. This work is extended by the second author to the non-ergodic case.The only prerequisites for this book are a knowledge of the basic techniques of probability theory and of notions of elementary functional analysis.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Mathematics, 1766
Release date:	2001
First published:	2001
Authors:	Hubert Hennion • Loic Herve
Dimensions:	235 x 155 x 8mm (L x W x T)
Format:	Paperback
Pages:	152
Edition:	2001 ed.
ISBN-13:	978-3-540-42415-4
Categories:	Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	3-540-42415-6
Barcode:	9783540424154