Ergodic behavior of Markov processes : with applications to limit theorems /

Ergodic behavior of Markov processes : with applications to limit theorems /

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Bibliographic Details
Author / Creator:Kulik, Alexei, author.
Imprint:Berlin [Germany] : De Gruyter, 2018.
©2018
Description:1 online resource (268 pages)
Language:English
Series:De Gruyter Studies in Mathematics, 0179-0986 ; volume 67
De Gruyter studies in mathematics ; 67.
Subject:Markov processes -- Textbooks.
Ergodic theory.
MATHEMATICS -- Applied.
MATHEMATICS -- Probability & Statistics -- General.
Ergodic theory.
Markov processes.
Electronic books.
Electronic books.
Textbooks.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12018291
Hidden Bibliographic Details
ISBN:9783110458947
3110458942
9783110458718
3110458713
3110458705
9783110458701
9783110458930
3110458934
9783110458701
3110458705
Notes:Includes bibliographical references (pages 249-254) and author index.
Online resource; title from PDF title page (EBSCO, viewed February 6, 2018)
Summary:The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples.--Provided by publisher.
Other form:9783110458718
9783110458947
Print version: Kulik, Alexei. Ergodic behavior of Markov processes. Berlin [Germany] : De Gruyter, 2018 9783110458701 3110458705
Standard no.:9783110458701

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