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Author : Steven Orey
Publisher :
ISBN 13 :
Total Pages : 192 pages
Book Rating : 4.:/5 (319 download)
Download or read book Lecture Notes on Limit Theorems for Markov Chain Transition Probability Functions written by Steven Orey and published by . This book was released on 1968 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Steven Orey
Publisher :
ISBN 13 :
Total Pages : 126 pages
Book Rating : 4.3/5 (91 download)
Download or read book Lecture Notes on Limit Theorems for Markov Chain Transition Probabilities written by Steven Orey and published by . This book was released on 1971 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hubert Hennion
Publisher : Springer
ISBN 13 : 3540446230
Total Pages : 150 pages
Book Rating : 4.5/5 (44 download)
Download or read book Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness written by Hubert Hennion and published by Springer. This book was released on 2003-07-01 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: The usefulness of from the of techniques perturbation theory operators, to kernel for limit theorems for a applied quasi-compact positive Q, obtaining Markov chains for stochastic of or dynamical by describing properties systems, of Perron- Frobenius has been demonstrated in several All use a operator, papers. these works share the features the features that must be same specific general ; used in each stem from the nature of the functional particular case precise space where the of is and from the number of quasi-compactness Q proved eigenvalues of of modulus 1. We here a functional framework for Q give general analytical this method and we the aforementioned behaviour within it. It asymptotic prove is worth that this framework is to allow the unified noticing sufficiently general treatment of all the cases considered in the literature the previously specific ; characters of model translate into the verification of of simple hypotheses every a functional nature. When to Markov kernels or to Perr- applied Lipschitz Frobenius associated with these statements rise operators expanding give maps, to new results and the of known The main clarify proofs already properties. of the deals with a Markov kernel for which 1 is a part quasi-compact Q paper of modulus 1. An essential but is not the simple eigenvalue unique eigenvalue element of the work is the of the of peripheral Q precise description spectrums and of its To conclude the the results obtained perturbations.
Author : George R. Sell
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (959 download)
Download or read book Lecture Notes on Limit Theorems for Markov Chain Transition Probabilities written by George R. Sell and published by . This book was released on 1971 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (141 download)
Download or read book Lecture Notes on Limit Theorems for Markov Chain Transition Probabilities written by and published by . This book was released on 1971* with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Dmitry Dolgopyat
Publisher : Springer Nature
ISBN 13 : 3031326016
Total Pages : 348 pages
Book Rating : 4.0/5 (313 download)
Download or read book Local Limit Theorems for Inhomogeneous Markov Chains written by Dmitry Dolgopyat and published by Springer Nature. This book was released on 2023-07-31 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains. The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.
Author : S. R. S. Varadhan
Publisher : American Mathematical Soc.
ISBN 13 : 0821828525
Total Pages : 178 pages
Book Rating : 4.8/5 (218 download)
Download or read book Probability Theory written by S. R. S. Varadhan and published by American Mathematical Soc.. This book was released on 2001-09-10 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability.
Author : Kulik, Alexei
Publisher : Universitätsverlag Potsdam
ISBN 13 : 3869563389
Total Pages : 138 pages
Book Rating : 4.8/5 (695 download)
Download or read book Introduction to Ergodic rates for Markov chains and processes written by Kulik, Alexei and published by Universitätsverlag Potsdam. This book was released on 2015-10-20 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present lecture notes aim for an introduction to the ergodic behaviour of Markov Processes and addresses graduate students, post-graduate students and interested readers. Different tools and methods for the study of upper bounds on uniform and weak ergodic rates of Markov Processes are introduced. These techniques are then applied to study limit theorems for functionals of Markov processes. This lecture course originates in two mini courses held at University of Potsdam, Technical University of Berlin and Humboldt University in spring 2013 and Ritsumameikan University in summer 2013. Alexei Kulik, Doctor of Sciences, is a Leading researcher at the Institute of Mathematics of Ukrainian National Academy of Sciences.
Author : Shlomo Levental
Publisher :
ISBN 13 :
Total Pages : 210 pages
Book Rating : 4.:/5 (89 download)
Download or read book Uniform Limit Theorems for Markov Chains written by Shlomo Levental and published by . This book was released on 1986 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kai Lai Chung
Publisher : Springer Science & Business Media
ISBN 13 : 3642620159
Total Pages : 312 pages
Book Rating : 4.6/5 (426 download)
Download or read book Markov Chains written by Kai Lai Chung and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: J. Neveu, 1962 in Zentralblatt fr Mathematik, 92. Band Heft 2, p. 343: "Ce livre crit par l'un des plus minents spcialistes en la matire, est un expos trs dtaill de la thorie des processus de Markov dfinis sur un espace dnombrable d'tats et homognes dans le temps (chaines stationnaires de Markov)." N. Jain, 2008 in Selected Works of Kai Lai Chung, edited by Farid AitSahlia (University of Florida, USA), Elton Hsu (Northwestern University, USA), & Ruth Williams (University of California-San Diego, USA), Chapter 1, p. 15: "This monograph deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). ... Much of Kai Lai's fundamental work in the field is included in this monograph. Here, for the first time, Kai Lai gave a systematic exposition of the subject which includes classification of states, ratio ergodic theorems, and limit theorems for functionals of the chain."
Author : Heikki Bonsdorff
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (58 download)
Download or read book A Note on Orey's "Limit Theorems for Markov Chain Transition Probabilities" written by Heikki Bonsdorff and published by . This book was released on 1975 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Richard Serfozo
Publisher : Springer Science & Business Media
ISBN 13 : 3540893326
Total Pages : 452 pages
Book Rating : 4.5/5 (48 download)
Download or read book Basics of Applied Stochastic Processes written by Richard Serfozo and published by Springer Science & Business Media. This book was released on 2009-01-24 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.
Author : Naresh Chandra Jain
Publisher :
ISBN 13 :
Total Pages : 176 pages
Book Rating : 4.F/5 ( download)
Download or read book Some Limit Theorems for a General Markov Process written by Naresh Chandra Jain and published by . This book was released on 1965 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yeor Hafouta
Publisher : World Scientific
ISBN 13 : 9813235020
Total Pages : 299 pages
Book Rating : 4.8/5 (132 download)
Download or read book Nonconventional Limit Theorems And Random Dynamics written by Yeor Hafouta and published by World Scientific. This book was released on 2018-04-09 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to limit theorems for nonconventional sums and arrays. Asymptotic behavior of such sums were first studied in ergodic theory but recently it turned out that main limit theorems of probability theory, such as central, local and Poisson limit theorems can also be obtained for such expressions. In order to obtain sufficiently general local limit theorem, we develop also thermodynamic formalism type results for random complex operators, which is one of the novelties of the book.
Author : Richard Durrett
Publisher : Springer
ISBN 13 : 3319456148
Total Pages : 282 pages
Book Rating : 4.3/5 (194 download)
Download or read book Essentials of Stochastic Processes written by Richard Durrett and published by Springer. This book was released on 2016-11-07 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
Author : Steven Orey
Publisher :
ISBN 13 :
Total Pages : 108 pages
Book Rating : 4.:/5 (731 download)
Download or read book Limit Theorems for Markov Chain Transition Probabilities written by Steven Orey and published by . This book was released on 1971 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Roman Vershynin
Publisher : Cambridge University Press
ISBN 13 : 1108415199
Total Pages : 299 pages
Book Rating : 4.1/5 (84 download)
Download or read book High-Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
