Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness /

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Bibliographic Details
Author / Creator:	Hennion, Hubert, 1944-
Imprint:	Berlin ; New York : Springer, ©2001.
Description:	1 online resource (144 pages).
Language:	English
Series:	Lecture notes in mathematics, 0075-8434 ; 1766 Lecture notes in mathematics (Springer-Verlag) ; 1766.
Subject:	Markov processes. Limit theorems (Probability theory) Differentiable dynamical systems. Stochastic processes. Differentiable dynamical systems. Limit theorems (Probability theory) Markov processes. Stochastic processes. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11064939

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Other authors / contributors:	Hervé, Loïc, 1963-
ISBN:	9783540446231 3540446230 9783540424154 3540424156
Notes:	Includes bibliographical references (pages 141-144) and index. Print version record.
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.
Other form:	Print version: Hennion, Hubert, 1944- Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness. Berlin ; New York : Springer, ©2001 3540424156

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