LEADER 03263nam 22006492 450 001 9910784444503321 005 20151005020622.0 010 $a1-107-15995-4 010 $a1-280-81588-4 010 $a9786610815883 010 $a0-511-27436-X 010 $a0-511-27506-4 010 $a0-511-27274-X 010 $a0-511-32079-5 010 $a0-511-61862-X 010 $a0-511-27353-3 035 $a(CKB)1000000000353446 035 $a(EBL)288654 035 $a(OCoLC)171125630 035 $a(SSID)ssj0000232521 035 $a(PQKBManifestationID)11187739 035 $a(PQKBTitleCode)TC0000232521 035 $a(PQKBWorkID)10214754 035 $a(PQKB)10134837 035 $a(UkCbUP)CR9780511618628 035 $a(Au-PeEL)EBL288654 035 $a(CaPaEBR)ebr10167737 035 $a(CaONFJC)MIL81588 035 $a(MiAaPQ)EBC288654 035 $a(PPN)261310593 035 $a(EXLCZ)991000000000353446 100 $a20090915d2007|||| uy| 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aRandom dynamical systems $etheory and applications /$fRabi Bhattacharya, Mukul Majumdar$b[electronic resource] 210 1$aCambridge :$cCambridge University Press,$d2007. 215 $a1 online resource (xv, 463 pages) $cdigital, PDF file(s) 300 $aTitle from publisher's bibliographic system (viewed on 05 Oct 2015). 311 $a0-521-53272-8 311 $a0-521-82565-2 320 $aIncludes bibliographical references (p. 435-451) and indexes. 327 $aCover; Half-title; Dedication; Title; Copyright; Contents; Preface; Acknowledgment; Notation; 1 Dynamical Systems; 2 Markov Processes; 3 Random Dynamical Systems; 4 Random Dynamical Systems: Special Structures; 5 Invariant Distributions: Estimation and Computation; 6 Discounted Dynamic Programming Under Uncertainty; Appendix; Bibliography; Author Index; Subject Index 330 $aThis treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions, that have found applications in many contexts is presented in detail. Chapter 6 explains how a random dynamical system may emerge from a class of dynamic programming problems. With examples and exercises, readers are guided from basic theory to the frontier of applied mathematical research. 606 $aRandom dynamical systems 615 0$aRandom dynamical systems. 676 $a515/.39 700 $aBhattacharya$b R. N$g(Rabindra Nath),$f1937-$0102761 702 $aMajumdar$b Mukul$f1944- 801 0$bUkCbUP 801 1$bUkCbUP 906 $aBOOK 912 $a9910784444503321 996 $aRandom dynamical systems$93675886 997 $aUNINA