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 |
| Published: |
Berlin ; Boston :
De Gruyter,
[2017]
Berlin [Germany] : 2018 Berlin, [Germany] ; Boston : [2018] Berlin, [Germany] ; Boston, [Massachusetts] : 2018 |
| Series: | De Gruyter studies in mathematics ;
67 De Gruyter studies in mathematics ; Volume 67 De Gruyter studies in mathematics 67 |
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| 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. Contents Part I: Ergodic Rates for Markov Chains and ProcessesMarkov Chains with Discrete State SpacesGeneral Markov Chains: Ergodicity in Total VariationMarkovProcesseswithContinuousTimeWeak Ergodic Rates Part II: Limit TheoremsThe Law of Large Numbers and the Central Limit TheoremFunctional 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 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 |
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| Physical Description: | 1 online resource (268 pages) 1 online resource (X, 257 pages) 1 online resource (x, 256 pages) |
| Format: | Mode of access: Internet via World Wide Web |
| Bibliography: | Includes bibliographical references (page 249-254) and author index Includes bibliographical references (pages 249-254) and author index Includes bibliographical references and index |
| ISBN: | 3110458705 3110458713 3110458942 9783110458701 9783110458718 9783110458930 (e-book) 9783110458930 9783110458947 |
| ISSN: | 0179-0986 ; 01790986 ; 01790986 |
| Access: | Access restricted by licensing agreement Restricted for use by site license. |