Hennion H., Herve L. — Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness :: Электронная библиотека попечительского совета мехмата МГУ

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Hennion H., Herve L. — Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness

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Название: Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness

Авторы: Hennion H., Herve L.

Аннотация:

This book shows how techniques from the perturbation theory of operators, applied to a quasi-compact positive kernel, may be used to obtain limit theorems for Markov chains or to describe stochastic properties of dynamical systems.
A general framework for this method is given and then applied to treat several specific cases. An essential element of this work is the description of the peripheral spectra of a quasi-compact Markov kernel and of its Fourier-Laplace perturbations. This is first done in the ergodic but non-mixing case. This work is extended by the second author to the non-ergodic case.
The only prerequisites for this book are a knowledge of the basic techniques of probability theory and of notions of elementary functional analysis.

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Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 2001

Количество страниц: 144

Добавлена в каталог: 15.08.2008

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Предметный указатель

$<\varphi, f>$       14
$C_{b}(\mathds{R})$       11
$C_{\downarrow l}(\mathds{R})$       11
$R_{\xi}$       9 83
$s(Q, \mathcal{B})$       11
$v \otimes \varphi$       14
$V_{|G}$       6
$\mathcal{B}$       6
$\mathcal{B}'$       14
$\mathcal{B}_{+}, \mathcal{B}_{+,r}$       11
$\mathcal{B}_{p}', \mathcal{B}_{p,r}'$       11
$\mathcal{C}^{m}(I, \mathcal{V})$       9
$\mathcal{H} [m, d]$       120
$\mathcal{H} [m]$       8
$\mathcal{H}' [m]$       23
$\mathcal{H}'' [m]$       37
$\mathcal{H}_{l}, \mathcal{H}_{l}^{p_{l}}$       25
$\mathcal{K} [m, d]$       118
$\mathcal{K} [m]$       82
$\mathcal{L}$       11
$\mathcal{L}_{\mathcal{B}}$       6
$\mathcal{N}$       8

$\mathcal{V}$       18
$\mathcal{\hat{D}}$       8 83
$\mathcal{\tilde{D}}$       49 84
$\tilde{h}$       27
$\tilde{Q}(z)$       49 83
(afb)      9 82
Cnvariant subset      31
Cominating simple eigenvalues      18
Compact operator      6
Con arithmetic      9 83
Condition (afb)      9 82
Cssential spectral radius      104
Doeblin condition      7
Fourier kernels      9 82
Ionescu Tulcea Marinescu theorem      7
Laplace kernels      49 83
Peripheral eigenvalue      14
Perron — Frobenius operator      2 82
Q(t)      9 82
Quasi-compact      6
r(V)      6
Relativized kernel      84
Spectral radius      5

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