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Viac informácií o knihe Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness

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Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics

• Celý názov: Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness
• Autor: Hubert Hennion, Loic Herve
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 152
• EAN: 9783540424154
• ISBN: 3540424156
• ID: 01563666
• Nakladateľ: Springer, Berlin
• Hmotnosť: 276 g
• Rozmery: 234 × 157 × 8 mm
• Rok vydania: 2001

Obľúbené z iného súdka

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