03102nam 2200565 450 991052756070332120230814221558.03-11-045871-310.1515/9783110458930(CKB)4100000001044529(MiAaPQ)EBC5158156(DE-B1597)461078(OCoLC)1024011121(DE-B1597)9783110458930(Au-PeEL)EBL5158156(CaPaEBR)ebr11473972(OCoLC)1013828739(EXLCZ)99410000000104452920171222h20182018 uy 0engurcnu||||||||rdacontentrdamediardacarrierErgodic behavior of Markov processes with applications to limit theorems /Alexei KulikBerlin, [Germany] ;Boston, [Massachusetts] :De Gruyter,2018.©20181 online resource (268 pages)De Gruyter Studies in Mathematics,01790986 ;Volume 673-11-045870-5 3-11-045893-4 Includes bibliographical references and index.Frontmatter -- Preface -- Contents -- Introduction -- Part I: Ergodic Rates for Markov Chains and Processes -- 1. Markov Chains with Discrete State Spaces -- 2. General Markov Chains: Ergodicity in Total Variation -- 3. Markov Processes with Continuous Time -- 4. WeakErgodicRates -- Part II: Limit Theorems -- 5. The Law of Large Numbers and the Central Limit Theorem -- 6. Functional Limit Theorems -- Bibliography -- IndexThe 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. 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 De Gruyter studies in mathematics ;Volume 67.Markov processesTextbooksMarkov processes.ergodic rates.ergodicity.limit theorems.Markov processes519.233Kulik Alexei1176704MiAaPQMiAaPQMiAaPQBOOK9910527560703321Ergodic behavior of Markov processes2734190UNINA