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

Saved in:
Bibliographic Details
Author / Creator:Hennion, Hubert, 1944-
Imprint:Berlin ; New York : Springer, ©2001.
Description:1 online resource (144 pages).
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:
Hidden Bibliographic Details
Other authors / contributors:Hervé, Loïc, 1963-
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