The Ergodic Theory Of Markov Processes
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Ergodic Behavior Of Markov Processes
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Author : Alexei Kulik
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2017-11-20
Ergodic Behavior Of Markov Processes written by Alexei Kulik and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-20 with Mathematics categories.
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. Contents Part I: Ergodic Rates for Markov Chains and Processes Markov Chains with Discrete State Spaces General Markov Chains: Ergodicity in Total Variation MarkovProcesseswithContinuousTime Weak Ergodic Rates Part II: Limit Theorems The Law of Large Numbers and the Central Limit Theorem Functional Limit Theorems
The Ergodic Theory Of Markov Processes
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Author : Shaul R. Foguel
language : en
Publisher:
Release Date : 1969
The Ergodic Theory Of Markov Processes written by Shaul R. Foguel and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1969 with Ergodic theory categories.
Markov Chains
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Author : Randal Douc
language : en
Publisher: Springer
Release Date : 2018-12-11
Markov Chains written by Randal Douc and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-11 with Mathematics categories.
This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeperthan that needed to study countable state space (very little measure theory is required). Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.
An Introduction To Markov Processes
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Author : Daniel W. Stroock
language : en
Publisher: Springer Science & Business Media
Release Date : 2004-11-23
An Introduction To Markov Processes written by Daniel W. Stroock 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 2004-11-23 with Mathematics categories.
Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory Leads the reader to a rigorous understanding of basic theory
Ergodic Control Of Diffusion Processes
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Author : Ari Arapostathis
language : en
Publisher: Cambridge University Press
Release Date : 2012
Ergodic Control Of Diffusion Processes written by Ari Arapostathis 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 2012 with Mathematics categories.
The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
Introduction To Probability
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Author : Charles Miller Grinstead
language : en
Publisher: American Mathematical Soc.
Release Date : 1997
Introduction To Probability written by Charles Miller Grinstead and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Mathematics categories.
This text is designed for an introductory probability course at the university level for undergraduates in mathematics, the physical and social sciences, engineering, and computer science. It presents a thorough treatment of probability ideas and techniques necessary for a firm understanding of the subject.
Ergodic Behavior Of Markov Processes
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Author : Alexei Kulik
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2017-11-20
Ergodic Behavior Of Markov Processes written by Alexei Kulik and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-20 with Mathematics categories.
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. Contents Part I: Ergodic Rates for Markov Chains and Processes Markov Chains with Discrete State Spaces General Markov Chains: Ergodicity in Total Variation MarkovProcesseswithContinuousTime Weak Ergodic Rates Part II: Limit Theorems The Law of Large Numbers and the Central Limit Theorem Functional Limit Theorems
The Theory Of Stochastic Processes Ii
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Author : I.I. Gikhman
language : en
Publisher: Springer Science & Business Media
Release Date : 2004-03-22
The Theory Of Stochastic Processes Ii written by I.I. Gikhman 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 2004-03-22 with Mathematics categories.
From the Reviews: "To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing." --K.L. Chung, American Scientist, 1977
Stochastic Processes And Applications
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Author : Grigorios A. Pavliotis
language : en
Publisher: Springer
Release Date : 2014-11-19
Stochastic Processes And Applications written by Grigorios A. Pavliotis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-19 with Mathematics categories.
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
Random Walks Brownian Motion And Interacting Particle Systems
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Author : H. Kesten
language : en
Publisher: Springer Science & Business Media
Release Date : 1991-06-01
Random Walks Brownian Motion And Interacting Particle Systems written by H. Kesten 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 1991-06-01 with Mathematics categories.
This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, former students and coauthors, are intended to demonstrate the major influence Frank has had on probability theory for the last 30 years and most likely will have for many years to come. Frank has always liked new phenomena, clean formulations and elegant proofs. He has created or opened up several research areas and it is not surprising that many people are still working out the consequences of his inventions. By way of introduction we have reprinted some of Frank's seminal articles so that the reader can easily see for himself the point of origin for much of the research presented here. These articles of Frank's deal with properties of Brownian motion, fluctuation theory and potential theory for random walks, and, of course, interacting particle systems. The last area was started by Frank as part of the general resurgence of treating problems of statistical mechanics with rigorous probabilistic tools.