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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Ergodic Behavior of Markov Processes: With Applications to Limit Theorems

Ergodic Behavior of Markov Processes: With Applications to Limit Theorems

Kulik, Alexei

Hardcover

Series: de Gruyter Studies in Mathematics, Book 67

General MathematicsProbability & Statistics

ISBN10: 3110458705
ISBN13: 9783110458701
Publisher: De Gruyter
Published: Nov 23 2017
Pages: 267
Weight: 1.38
Height: 0.63 Width: 6.69 Depth: 9.61
Language: English

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.

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