
Ergodic Behavior of Markov Processes
With Applications to Limit Theorems
Alexei Kulik(Author)
De Gruyter (Publisher)
Published on 1. January 2018
Book
Mixed media product
X, 257 pages
978-3-11-045894-7 (ISBN)
Article not available
Description
The general topic of this book is the ergodic behavior of Markov processes. More specifically, a detailed introduction to methods for proving upper bounds for ergodic rates is presented. These methods are applied by discussing limit theorems for functionals of Markov processes. Except for some background in probability and measure theory, knowledge of stochastic processes and stochastic differential equations helps in studying specific examples.
More details
Series
Language
English
Place of publication
Berlin
Target group
Professional and scholarly
Illustrations
Includes a print version and an ebook
Dimensions
Height: 24 cm
Width: 17 cm
ISBN-13
978-3-11-045894-7 (9783110458947)
Schweitzer Classification
Person
Alexei Kulik, National Academy of Sciences, Ukraine.