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Coupling and Ergodic Theorems for Semi-Markov-Type Processes I: Markov Chains, Renewal, and Regenerative Processes

Coupling and Ergodic Theorems for Semi-Markov-Type Processes I: Markov Chains, Renewal, and Regenerative Processes

Hardcover

Probability & Statistics

ISBN10: 3031893107
ISBN13: 9783031893100
Publisher: Springer
Published: Oct 27 2025
Pages: 611
Weight: 2.32
Height: 1.38 Width: 6.14 Depth: 9.21
Language: English
Ergodic theorems are a cornerstone of the theory of stochastic processes and their applications.

This volume delves into ergodic theorems with explicit power and exponential upper bounds for convergence rates, focusing on Markov chains, renewal processes, and regenerative processes. The book offers a powerful and constructive probabilistic framework by employing the elegant coupling method in conjunction with test functions. Theoretical findings are illustrated with applications to perturbed stochastic networks, alternating Markov processes, risk processes, quasi-stationary distributions, and the renewal theorem, all of which feature explicit convergence rate bounds.

Also from

Silvestrov, Dmitrii

Also in

Probability & Statistics