Medienkombination, Englisch, Band 67, 257 Seiten, Format (B × H): 170 mm x 240 mm
With Applications to Limit Theorems
Medienkombination, Englisch, Band 67, 257 Seiten, Format (B × H): 170 mm x 240 mm
Reihe: De Gruyter Studies in Mathematics
ISBN: 978-3-11-045894-7
Verlag: De Gruyter
The general topic of this book is the ergodic behavior of Markov processes. More specifically, a detailed introduction to methods for proving upper bounds for ergodic rates is presented. These methods are applied by discussing limit theorems for functionals of Markov processes. Except for some background in probability and measure theory, knowledge of stochastic processes and stochastic differential equations helps in studying specific examples.
Zielgruppe
Professional and scholarly
