Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness /
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 tre...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
[2001]
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| Series: | Lecture notes in mathematics (Springer-Verlag) ;
1766. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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 treat several specific cases. An essential element of this work is the description of the peripheral spectra of a quasi-compact Markov kernel and of its Fourier-Laplace perturbations. This is first done in the ergodic but non-mixing case. This work is extended by the second author to the non-ergodic case. The only prerequisites for this book are a knowledge of the basic techniques of probability theory and of notions of elementary functional analysis. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (144 pages) |
| Bibliography: | Includes bibliographical references (pages [141]-144) and index. |
| ISBN: | 9783540446231 (electronic bk.) 3540446230 (electronic bk.) |
| ISSN: | 0075-8434 ; |