دانلود کتاب Ergodic Behavior of Markov Processes: With Applications to Limit Theorems
by Alexei Kulik
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عنوان فارسی: رفتار ارگودیک فرآیندهای مارکوف: با کاربردهایی برای قضایای حدی |
دانلود کتاب
جزییات کتاب
Contents Part I: Ergodic Rates for Markov Chains and ProcessesMarkov Chains with Discrete State SpacesGeneral Markov Chains: Ergodicity in Total VariationMarkovProcesseswithContinuousTimeWeak Ergodic Rates
Part II: Limit TheoremsThe Law of Large Numbers and the Central Limit TheoremFunctional Limit Theorems
A coherent and up-to-date study of the ergodic properties of Markov processes.
Covers ergodic rates and limit theorems for Markov chains and processes.
Of interest to researchers and graduate students working in probability and stochastics.