Buch, Englisch, 138 Seiten, Format (B × H): 165 mm x 240 mm, Gewicht: 365 g
Buch, Englisch, 138 Seiten, Format (B × H): 165 mm x 240 mm, Gewicht: 365 g
ISBN: 978-90-6764-205-7
Verlag: De Gruyter
This monograph presents a new approach to the investigation of ergodicity and stability programs for homogeneous Markov chains with a discrete-time and with values in a measurable space. The main purpose of the book is to highlight various methods for the explicit evaluation of estimates for convergence rates in ergodic theorems and in stability theorems for wide classes of chains. These methods are based on the classical perturbation theory of linear operators in Banach spaces and give new results even for finite chains. In the first part of the book, the theory of uniform ergodic chains with respect to a given norm is developed. In the second part, the condition of the uniform ergodicity is removed.
Autoren/Hrsg.
Fachgebiete
- Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
- Mathematik | Informatik Mathematik Stochastik
- Naturwissenschaften Physik Angewandte Physik Statistische Physik, Dynamische Systeme
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
