Non-Fiction Books:

Ergodic Behavior of Markov Processes

With Applications to Limit Theorems
Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Format:

Hardback
$382.99
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks

Buy Now, Pay Later with:

4 payments of $95.75 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 11-21 June using International Courier

Description

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

Author Biography:

Alexei Kulik, National Academy of Sciences, Ukraine.
Release date Australia
November 23rd, 2017
Author
Audiences
  • Professional & Vocational
  • Professional & Vocational
Illustrations
30 Illustrations, black and white
Pages
267
Dimensions
170x244x16
ISBN-13
9783110458701
Product ID
26735247

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

Filed under...