Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness

Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness
Author :
Publisher : Springer
Total Pages : 150
Release :
ISBN-10 : 9783540446231
ISBN-13 : 3540446230
Rating : 4/5 (31 Downloads)

Book Synopsis Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness by : Hubert Hennion

Download or read book Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness written by Hubert Hennion and published by Springer. This book was released on 2003-07-01 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: The usefulness of from the of techniques perturbation theory operators, to kernel for limit theorems for a applied quasi-compact positive Q, obtaining Markov chains for stochastic of or dynamical by describing properties systems, of Perron- Frobenius has been demonstrated in several All use a operator, papers. these works share the features the features that must be same specific general ; used in each stem from the nature of the functional particular case precise space where the of is and from the number of quasi-compactness Q proved eigenvalues of of modulus 1. We here a functional framework for Q give general analytical this method and we the aforementioned behaviour within it. It asymptotic prove is worth that this framework is to allow the unified noticing sufficiently general treatment of all the cases considered in the literature the previously specific ; characters of model translate into the verification of of simple hypotheses every a functional nature. When to Markov kernels or to Perr- applied Lipschitz Frobenius associated with these statements rise operators expanding give maps, to new results and the of known The main clarify proofs already properties. of the deals with a Markov kernel for which 1 is a part quasi-compact Q paper of modulus 1. An essential but is not the simple eigenvalue unique eigenvalue element of the work is the of the of peripheral Q precise description spectrums and of its To conclude the the results obtained perturbations.


Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness Related Books

Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness
Language: en
Pages: 150
Authors: Hubert Hennion
Categories: Mathematics
Type: BOOK - Published: 2003-07-01 - Publisher: Springer

DOWNLOAD EBOOK

The usefulness of from the of techniques perturbation theory operators, to kernel for limit theorems for a applied quasi-compact positive Q, obtaining Markov ch
Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness
Language: en
Pages: 162
Authors: Hubert Hennion
Categories:
Type: BOOK - Published: 2014-01-15 - Publisher:

DOWNLOAD EBOOK

Nonconventional Limit Theorems And Random Dynamics
Language: en
Pages: 299
Authors: Yeor Hafouta
Categories: Mathematics
Type: BOOK - Published: 2018-04-09 - Publisher: World Scientific

DOWNLOAD EBOOK

The book is devoted to limit theorems for nonconventional sums and arrays. Asymptotic behavior of such sums were first studied in ergodic theory but recently it
Sharp Real-Part Theorems
Language: en
Pages: 153
Authors: Gershon Kresin
Categories: Mathematics
Type: BOOK - Published: 2007-03-05 - Publisher: Springer

DOWNLOAD EBOOK

This volume contains a coherent point of view on various sharp pointwise inequalities for analytic functions in a disk in terms of the real part of the function
Nonlinear and Optimal Control Theory
Language: en
Pages: 368
Authors:
Categories:
Type: BOOK - Published: 2008 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK