| Description |
1 online resource (268 pages). |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
De Gruyter Studies in Mathematics,
0179-0986 ;
volume 67
|
|
De Gruyter studies in mathematics ; 67.
|
| Contents |
Introduction -- Part I: Ergodic Rates for Markov Chains and Processes -- 1. Markov Chains with Discrete State Spaces -- 2. General Markov Chains: Ergodicity in Total Variation -- 3. Markov Processes with Continuous Time -- 4. Weak Ergodic Rates -- Part II: Limit Theorems -- 5. The Law of Large Numbers and the Central Limit Theorem Show Level 6 Functional Limit Theorems. |
| Summary |
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.--Provided by publisher. |
| Bibliography |
Includes bibliographical references (pages 249-254) and author index. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Markov processes -- Textbooks.
|
|
Markov processes. |
| Genre/Form |
Textbooks.
|
| Subject |
Ergodic theory.
|
|
Ergodic theory. |
| Genre/Form |
Electronic books.
|
|
Textbooks.
|
| Other Form: |
9783110458718 |
|
(GyWOH)har175017245 |
|
9783110458947 |
|
(GyWOH)har175017246 |
|
Print version: Kulik, Alexei. Ergodic behavior of Markov processes. Berlin [Germany] : De Gruyter, 2018 9783110458701 3110458705 (OCoLC)1017089483 |
| ISBN |
9783110458947 (electronic book) |
|
3110458942 (electronic book) |
|
9783110458718 |
|
3110458713 |
|
3110458705 |
|
9783110458701 |
|
9783110458930 |
|
3110458934 |
|
9783110458701 |
|
3110458705 |
| Standard No. |
9783110458701 |
|
