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Ergodic Behavior of Markov Processes: With Applications to Limit Theorems de Alexei Kulik

Ergodic Behavior of Markov Processes: With Applications to Limit Theorems: de Gruyter Studies in Mathematics

Autor Alexei Kulik
en Limba Engleză Electronic book text – 31 aug 2017
The general topic of this book is the ergodic behavior of Markov processes. More specifically, a detailed introduction to methods for proving upper bounds for ergodic rates is presented. These methods are applied by discussing limit theorems for functionals of Markov processes. Except for some background in probability and measure theory, knowledge of stochastic processes and stochastic differential equations helps in studying specific examples.
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Specificații

ISBN-13: 9783110458718
ISBN-10: 3110458713
Pagini: 216
Ilustrații: 30 schw.-w. Abb.
Editura: De Gruyter
Colecția De Gruyter
Seria de Gruyter Studies in Mathematics

Locul publicării:Berlin/Boston

Notă biografică

Alexei Kulik, National Academy of Sciences, Ukraine.

Descriere

The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist.
The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level.
The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics.
While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community.

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