| 书目名称 | Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness |
| 编辑 | Hubert Hennion,Loïc Hervé |
| 视频video | |
| 概述 | Includes supplementary material: |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 描述 | 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 w |
| 出版日期 | Book 2001 |
| 关键词 | Limit theorems; Markov chain; Markov kernel; Probability theory; analysis; dynamical system; mixing; pertub |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b87874 |
| isbn_softcover | 978-3-540-42415-4 |
| isbn_ebook | 978-3-540-44623-1Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 2001 |
发表于 2025-3-21 18:00:27
