Lecture Notes On Limit Theorems For Markov Chain Transition Probability Functions
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Lecture Notes On Limit Theorems For Markov Chain Transition Probability Functions
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Author : Steven Orey
language : en
Publisher:
Release Date : 1968
Lecture Notes On Limit Theorems For Markov Chain Transition Probability Functions written by Steven Orey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Limit theorems (Probability theory) categories.
Lecture Notes On Limit Theorems For Markov Chain Transition Probabilities
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Author : Steven Orey
language : en
Publisher:
Release Date : 1971
Lecture Notes On Limit Theorems For Markov Chain Transition Probabilities written by Steven Orey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with Mathematics categories.
Local Limit Theorems For Inhomogeneous Markov Chains
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Author : Dmitry Dolgopyat
language : en
Publisher: Springer Nature
Release Date : 2023-07-31
Local Limit Theorems For Inhomogeneous Markov Chains written by Dmitry Dolgopyat and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-31 with Mathematics categories.
This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains. The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.
General Irreducible Markov Chains And Non Negative Operators
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Author : Esa Nummelin
language : en
Publisher: Cambridge University Press
Release Date : 2004-06-03
General Irreducible Markov Chains And Non Negative Operators written by Esa Nummelin and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06-03 with Mathematics categories.
Presents the theory of general irreducible Markov chains and its connection to the Perron-Frobenius theory of nonnegative operators.
Uniform Limit Theorems For Markov Chains
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Author : Shlomo Levental
language : en
Publisher:
Release Date : 1986
Uniform Limit Theorems For Markov Chains written by Shlomo Levental and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with categories.
Seminar On Stochastic Processes 1991
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Author : E. Cinlar
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Seminar On Stochastic Processes 1991 written by E. Cinlar and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The 1991 Seminar on Stochastic Processes was held at the University of California, Los Angeles, from March 23 through March 25, 1991. This was the eleventh in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, the University of Florida, the University of Virginia, the University of California, San Diego, and the University of British Columbia. Following the successful format of previous years there were five invited lectures. These were given by M. Barlow, G. Lawler, P. March, D. Stroock, M. Talagrand. The enthusiasm and interest of the participants created a lively and stimulating atmosphere for the seminar. Some of the topics discussed are represented by the articles in this volume. P. J. Fitzsimmons T. M. Liggett S. C. Port Los Angeles, 1991 In Memory of Steven Orey M. CRANSTON The mathematical community has lost a cherished colleague with the passing of Steven Orey. This unique and thoughtful man has left those who knew him with many pleasant memories. He has also left us with important contributions in the development of the theory of Markov processes. As a friend and former student, I wish to take this chance to recall to those who know and introduce to those who do not a portion of his lifework.
Mathematical Methods In Queuing Theory
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Author : Vladimir V. Kalashnikov
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-18
Mathematical Methods In Queuing Theory written by Vladimir V. Kalashnikov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-18 with Mathematics categories.
The material of this book is based on several courses which have been delivered for a long time at the Moscow Institute for Physics and Technology. Some parts have formed the subject of lectures given at various universities throughout the world: Freie Universitat of Berlin, Chalmers University of Technology and the University of Goteborg, University of California at Santa Barbara and others. The subject of the book is the theory of queues. This theory, as a mathematical discipline, begins with the work of A. Erlang, who examined a model of a telephone station and obtained the famous formula for the distribution of the number of busy lines which is named after him. Queueing theory has been applied to the study of numerous models: emergency aid, road traffic, computer systems, etc. Besides, it has lead to several related disciplines such as reliability and inventory theories which deal with similar models. Nevertheless, many parts of the theory of queues were developed as a "pure science" with no practical applications. The aim of this book is to give the reader an insight into the mathematical methods which can be used in queueing theory and to present examples of solving problems with the help of these methods. Of course, the choice of the methods is quite subjective. Thus, many prominent results have not even been mentioned.
Extreme Value Theory For Time Series
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Author : Thomas Mikosch
language : en
Publisher: Springer Nature
Release Date : 2024-08-02
Extreme Value Theory For Time Series written by Thomas Mikosch and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-08-02 with Mathematics categories.
This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial econometrics models such as the GARCH and stochastic volatility models. Rigorous descriptions of power-law tails are provided through the concept of regular variation. Several chapters are devoted to the exploration of regularly varying structures. The remaining chapters focus on the impact of heavy tails on time series, including the study of extremal cluster phenomena through point process techniques. A major part of the book investigates how extremal dependence alters the limit structure of sample means, maxima, order statistics, sample autocorrelations. This text illuminates the theory through hundreds of examples and as many graphs showcasing its applications to real-life financial and simulated data. The book can serve as a text for PhD and Master courses on applied probability, extreme value theory, and time series analysis. It is a unique reference source for the heavy-tail modeler. Its reference quality is enhanced by an exhaustive bibliography, annotated by notes and comments making the book broadly and easily accessible.
Cycle Representations Of Markov Processes
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Author : Sophia L. Kalpazidou
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Cycle Representations Of Markov Processes written by Sophia L. Kalpazidou and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Mathematics categories.
This book provides new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. This expanded second edition adds new advances, which reveal wide-ranging interpretations of cycle representations such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The text includes chapter summaries as well as a number of detailed illustrations.
Introduction To Stochastic Models
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Author : Marius Iosifescu
language : en
Publisher: John Wiley & Sons
Release Date : 2013-03-04
Introduction To Stochastic Models written by Marius Iosifescu and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-04 with Mathematics categories.
This book provides a pedagogical examination of the way in which stochastic models are encountered in applied sciences and techniques such as physics, engineering, biology and genetics, economics and social sciences. It covers Markov and semi-Markov models, as well as their particular cases: Poisson, renewal processes, branching processes, Ehrenfest models, genetic models, optimal stopping, reliability, reservoir theory, storage models, and queuing systems. Given this comprehensive treatment of the subject, students and researchers in applied sciences, as well as anyone looking for an introduction to stochastic models, will find this title of invaluable use.