Ergodic Behavior of Markov Processes : With Applications to Limit Theorems /
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 s...
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| Format: | Book |
| Language: | English |
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Berlin ; Boston :
De Gruyter,
[2017]
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| Series: | De Gruyter studies in mathematics ;
67 |
| Subjects: |
Table of Contents:
- Frontmatter
- Preface
- 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. WeakErgodicRates
- Part II: Limit Theorems
- 5. The Law of Large Numbers and the Central Limit Theorem
- 6. Functional Limit Theorems
- Bibliography
- Index