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: | eBook |
| Language: | English |
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Berlin ; Boston
De Gruyter
2017, ©2018
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| Series: | De Gruyter Studies in Mathematics
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| Collection: | DeGruyter MPG Collection - Collection details see MPG.ReNa |
| 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. "This book is clearly written, with many examples, and will be of interest to advanced students and researchers who wish to learn more about quantitative ergodic theory for Markov processes." Max Fathi in: Mathematical Reviews Clippings (2019) MR3791835 |
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| Physical Description: | X, 257 Seiten |
| ISBN: | 978-3-11-045893-0 978-3-11-045871-8 |