<p>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 complicate
Limit Theorems for Functionals of Ergodic Markov Chains With General State Space
โ Scribed by Xia Chen
- Publisher
- Amer Mathematical Society
- Year
- 1999
- Tongue
- English
- Leaves
- 225
- Series
- Memoirs AMS 664
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Subjects
Probability & Statistics;Applied;Mathematics;Science & Math;Statistics;Mathematics;Science & Mathematics;New, Used & Rental Textbooks;Specialty Boutique
๐ SIMILAR VOLUMES
<p>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 complicate
<span>This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local lim
This book shows how techniques from the perturbation theory of operators, applied to a quasi-compact positive kernel, may be used to obtain limit theorems for Markov chains or to describe stochastic properties of dynamical systems.A general framework for this method is given and then applied to trea