Limit Theorems for Null Recurrent Markov Processes

Limit Theorems on Large Deviations for M

📁 Limit Theorems on Large Deviations for Markov Stochastic Processes

✍ A. D. Wentzell (auth.) 📂 Library 📅 1990 🏛 Springer Netherlands 🌐 English

Perturbed Semi-Markov Type Processes I:

📁 Perturbed Semi-Markov Type Processes I: Limit Theorems for Rare-Event Times and Processes

✍ Dmitrii Silvestrov 📂 Library 📅 2022 🏛 Springer 🌐 English

This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation. The first volume presents necess

Perturbed Semi-Markov Type Processes I:

📁 Perturbed Semi-Markov Type Processes I: Limit Theorems for Rare-Event Times and Processes

✍ Dmitrii Silvestrov 📂 Library 📅 2022 🏛 Springer 🌐 English

This book is the first volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation. The first volume presents necess

Ergodic Behavior of Markov Processes: Wi

📁 Ergodic Behavior of Markov Processes: With Applications to Limit Theorems

✍ Alexei Kulik 📂 Library 📅 2017 🏛 De Gruyter 🌐 English

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

Ergodic Behavior of Markov Processes: Wi

📁 Ergodic Behavior of Markov Processes: With Applications to Limit Theorems

✍ Alexei Kulik 📂 Library 📅 2017 🏛 De Gruyter 🌐 English

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 Stochastic Processes

📁 Limit Theorems for Stochastic Processes

✍ Jean Jacod, Albert N. Shiryaev (auth.) 📂 Library 📅 2003 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the

Limit Theorems for Null Recurrent Markov Processes

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