
Introduction to Ergodic rates for Markov chains and processes
with applications to limit theorems
Alexei Kulik(Author)
Universitätsverlag Potsdam
Published on 20. October 2015
Book
Paperback/Softback
122 pages
978-3-86956-338-1 (ISBN)
Description
The present lecture notes aim for an introduction to the ergodic behaviour of Markov Processes and addresses graduate students, post-graduate students and interested readers. Different tools and methods for the study of upper bounds on uniform and weak ergodic rates of Markov Processes are introduced. These techniques are then applied to study limit theorems for functionals of Markov processes. This lecture course originates in two mini courses held at University of Potsdam, Technical University of Berlin and Humboldt University in spring 2013 and Ritsumameikan University in summer 2013.
More details
Series
Language
English
Place of publication
Potsdam
Germany
Target group
Professional and scholarly
Product notice
Klappenbroschur
Dimensions
Height: 24 cm
Width: 17 cm
Weight
270 gr
ISBN-13
978-3-86956-338-1 (9783869563381)
Schweitzer Classification