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:New York : Springer-Verlag, 2001.
Description:144 p. ; 24 cm.
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.
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/4513566
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Other authors / contributors:Hervé, Loïc, 1963-
ISBN:3540424156 (pbk. : acid-free paper)
Notes:Includes bibliographical references and indexes.
Table of Contents:
  • I. General facts about the method, purpose of the paper
  • II. The central limit theorems for Markov chains
  • III. Quasi-compact operators of diagonal type and perturbations
  • IV. First properties of Fourier kernels, application
  • V. Peripheral eigenvalues of Fourier kernels
  • VI. Proofs of Theorems A, B, C
  • VII. Renewal theorem for Markov chains (Theorem D)
  • VIII. Large deviations for Markov chains (Theorem E)
  • IX. Ergodic properties for Markov chains
  • X. Markov chains associated with Lipschitz kernels
  • XI. Stochastic properties of dynamical systems
  • XII. Expanding maps
  • XIII. Proofs of some statements in Probability Theory
  • XIV. Functional analysis results on quasi-compactness
  • Generalization to the non-ergodic case / L. Herve.