|
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
|
Buy Now
Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness (Paperback, 2001 ed.)
Loot Price: R1,307
Discovery Miles 13 070
|
|
|
Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness (Paperback, 2001 ed.)
Series: Lecture Notes in Mathematics, 1766
Expected to ship within 18 - 22 working days
|
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
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
