Ergodic Behavior of Markov Processes

With Applications to Limit Theorems
1. Auflage 2017
ISBN: 978-3-11-045870-1
Verlag: De Gruyter

Buch, Englisch, Band 67, 257 Seiten, Format (B × H): 170 mm x 240 mm, Gewicht: 581 g

Reihe: De Gruyter Studies in Mathematics

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 Processes
Markov Chains with Discrete State Spaces
General Markov Chains: Ergodicity in Total Variation
MarkovProcesseswithContinuousTime
Weak Ergodic Rates

Part II: Limit Theorems
The Law of Large Numbers and the Central Limit Theorem
Functional Limit Theorems

Zielgruppe

Researchers and graduate students in mathematics, especially in p

Autoren/Hrsg.

Kulik, Alexei

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse

Über Autor(innen)

Alexei Kulik, National Academy of Sciences, Ukraine.