Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness (Record no. 30562)

000 -LEADER
fixed length control field 04034nam a22005175i 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9783540446231
-- 978-3-540-44623-1
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
245 10 - TITLE STATEMENT
Title Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness
Statement of responsibility, etc edited by Hubert Hennion, Loïc Hervé.
260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Berlin, Heidelberg :
Name of publisher Springer Berlin Heidelberg,
Year of publication 2001.
300 ## - PHYSICAL DESCRIPTION
Number of Pages VIII, 152 p.
Other physical details online resource.
490 1# - SERIES STATEMENT
Series statement Lecture Notes in Mathematics,
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note General Facts About The Method Purpose Of The Paper -- The Central Limit Theorems For Markov Chains Theorems A, B, C -- Quasi-Compact Operators of Diagonal Type And Their Perturbations -- First Properties of Fourier Kernels Application -- Peripheral Eigenvalues of Fourier Kernels -- Proofs Of Theorems A, B, C -- Renewal Theorem For Markov Chains Theorem D -- Large Deviations For Markov Chains Theorem E -- Ergodic Properties For Markov Chains -- Markov Chains Associated With Lipschitz Kernels Examples -- Stochastic Properties Of Dynamical Systems Theorems A*, B*, C*, D*, E* -- Expanding Maps -- Proofs Of Some Statements In Probability Theory -- Functional Analysis Results On Quasi-Compactness -- Generalization To The Non-Ergodic Case.
520 ## - SUMMARY, ETC.
Summary, etc The usefulness of from the of techniques perturbation theory operators, to kernel for limit theorems for a applied quasi-compact positive Q, obtaining Markov chains for stochastic of or dynamical by describing properties systems, of Perron- Frobenius has been demonstrated in several All use a operator, papers. these works share the features the features that must be same specific general ; used in each stem from the nature of the functional particular case precise space where the of is and from the number of quasi-compactness Q proved eigenvalues of of modulus 1. We here a functional framework for Q give general analytical this method and we the aforementioned behaviour within it. It asymptotic prove is worth that this framework is to allow the unified noticing sufficiently general treatment of all the cases considered in the literature the previously specific ; characters of model translate into the verification of of simple hypotheses every a functional nature. When to Markov kernels or to Perr- applied Lipschitz Frobenius associated with these statements rise operators expanding give maps, to new results and the of known The main clarify proofs already properties. of the deals with a Markov kernel for which 1 is a part quasi-compact Q paper of modulus 1. An essential but is not the simple eigenvalue unique eigenvalue element of the work is the of the of peripheral Q precise description spectrums and of its To conclude the the results obtained perturbations.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Differential Equations.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Distribution (Probability theory).
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Probability Theory and Stochastic Processes.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Ordinary Differential Equations.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Hennion, Hubert.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Hervé, Loïc.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/b87874
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type E-BOOKS
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-- Berlin, Heidelberg :
-- Springer Berlin Heidelberg,
-- 2001.
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-- online resource
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830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
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Holdings
Withdrawn status Lost status Damaged status Not for loan Current library Accession Number Uniform Resource Identifier Koha item type
        IMSc Library EBK1268 http://dx.doi.org/10.1007/b87874 E-BOOKS
The Institute of Mathematical Sciences, Chennai, India

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