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