Random dynamical systems : theory and applications / / Rabi Bhattacharya, Mukul Majumdar [[electronic resource]]

• Autore: Bhattacharya R. N (Rabindra Nath), <1937->
• Pubblicazione: Cambridge : , : Cambridge University Press, , 2007
• Descrizione fisica: 1 online resource (xv, 463 pages) : digital, PDF file(s)
• Disciplina: 515/.39
• Soggetto topico: Random dynamical systems
• Persona (resp. second.): MajumdarMukul <1944->
• Note generali: Title from publisher's bibliographic system (viewed on 05 Oct 2015).
• Nota di bibliografia: Includes bibliographical references (p. 435-451) and indexes.
• Nota di contenuto: Cover; 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
• Sommario/riassunto: This 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.
• Titolo autorizzato: Random dynamical systems
• ISBN: 1-107-15995-4; 1-280-81588-4; 9786610815883; 0-511-27436-X; 0-511-27506-4; 0-511-27274-X; 0-511-32079-5; 0-511-61862-X; 0-511-27353-3
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910818336903321
• Lo trovi qui: Univ. Federico II