Ergodic Behavior of Markov Processes

£114.50

Ergodic Behavior of Markov Processes

With Applications to Limit Theorems

Differential calculus and equations Probability and statistics

Author: Alexei Kulik

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Collection: De Gruyter Studies in Mathematics

Language: English

Published by: De Gruyter

Published on: 20th November 2017

Format: LCP-protected ePub

Size: 267 pages

ISBN: 9783110458718


Contents

Part I: Ergodic Rates for Markov Chains and Processes

Markov Chains with Discrete State Spaces

General Markov Chains: Ergodicity in Total Variation

Markov Processes with Continuous Time

Weak Ergodic Rates

Part II: Limit Theorems

The Law of Large Numbers and the Central Limit Theorem

Functional Limit Theorems

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