Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness
Produktnummer:
181146a2233c744609b0b7f0e0a3903a2b
Autor: | Hennion, Hubert Herve, Loic |
---|---|
Themengebiete: | Limit theorems Markov chain Markov kernel Probability theory analysis dynamical system mixing ordinary differential equations pertubation theory |
Veröffentlichungsdatum: | 01.08.2001 |
EAN: | 9783540424154 |
Sprache: | Englisch |
Seitenzahl: | 152 |
Produktart: | Kartoniert / Broschiert |
Verlag: | Springer Berlin |
Produktinformationen "Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness"
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.

Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen