Cantitate/Preț
Produs

Ergodic Behavior of Markov Processes: de Gruyter Studies in Mathematics, cartea 67

Autor Alexei Kulik
en Limba Engleză Hardback – 22 noi 2017

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

Citește tot Restrânge

Din seria de Gruyter Studies in Mathematics

Preț: 79074 lei

Preț vechi: 102694 lei
-23% Nou

Puncte Express: 1186

Preț estimativ în valută:
15138 15735$ 12551£

Carte tipărită la comandă

Livrare economică 05-19 februarie 25

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783110458701
ISBN-10: 3110458705
Ilustrații: 30 Schwarz-Weiß- Abbildungen
Dimensiuni: 177 x 246 x 22 mm
Greutate: 0.63 kg
Editura: Gruyter, Walter de GmbH
Seria de Gruyter Studies in Mathematics