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Opis

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.

Szczegóły książki

Kategoria Książki po angielsku Mathematics & science Mathematics Applied mathematics

• Pełny tytuł: Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness
• Autor: Hubert Hennion, Loic Herve
• Język: Angielski
• Oprawa: Miękka
• Liczba stron: 152
• EAN: 9783540424154
• ISBN: 3540424156
• ID: 01563666
• Wydawca: Springer, Berlin
• Waga: 276 g
• Wymiary: 234 × 157 × 8 mm
• Rok wydania: 2001

Ulubione w innej kategorii

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