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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 : Hubert Hennion
Publisher : Springer Science & Business Media
ISBN 13 : 3540424156
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 Science & Business Media. This book was released on 2001-08 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
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 : 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 : Hubert Hennion
Publisher :
ISBN 13 : 9783662205389
Total Pages : 162 pages
Book Rating : 4.2/5 (53 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 . This book was released on 2014-01-15 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Xia Chen
Publisher : American Mathematical Soc.
ISBN 13 : 082181060X
Total Pages : 225 pages
Book Rating : 4.8/5 (218 download)
Download or read book Limit Theorems for Functionals of Ergodic Markov Chains with General State Space written by Xia Chen and published by American Mathematical Soc.. This book was released on 1999 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended for graduate students and research mathematicians working probability theory and statistics.
Author : Peter W. Glynn
Publisher :
ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (227 download)
Download or read book Uniform Limit Theorems for Synchronous Processes with Applications to Queues written by Peter W. Glynn and published by . This book was released on 1989 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the present paper we investigate conditions under which the Cesaro averaged functionals. We show that to obtain uniform convergence requires placing further conditions on the Positive Recurrence Process (PRS). This is in sharp contrast to both classical regenerative processes and discrete time Harris recurrent Markov chains (where renewal theory can be applied) where such uniform convergence holds without any further conditions. For continuous time positive Harris recurrent Markov processes (where renewal theory can not be applied) we show that these further conditions are in fact automatically satisfied. In this context, applications to queueing models are given. Synchronous process, Cesaro convergence, Limit theorems, Point processes. (eg).
Author : Yu.V. Prokhorov
Publisher : Springer Science & Business Media
ISBN 13 : 3662041723
Total Pages : 280 pages
Book Rating : 4.6/5 (62 download)
Download or read book Limit Theorems of Probability Theory written by Yu.V. Prokhorov and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.
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 : A.D. Wentzell
Publisher : Springer
ISBN 13 : 0792301439
Total Pages : 176 pages
Book Rating : 4.7/5 (923 download)
Download or read book Limit Theorems on Large Deviations for Markov Stochastic Processes written by A.D. Wentzell and published by Springer. This book was released on 1990-10-31 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: One service mathematics has rendered the 'Et BIOi. .... si j'avait su comment en revenir. human race. It has put common sense back je n'y serais point aile.' Jules Verne where it belongs. on the topmost shelf next to the dusty canister labelled 'discarded non The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Math@matics is a tool for thought. A highly necessary tool in a world where both feedback and non Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Author : Marc Corluy
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (291 download)
Download or read book Rates of Convergence in the Central Limit Theorem for Markov Chains written by Marc Corluy and published by . This book was released on 2008 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : R. M. Dudley
Publisher : Cambridge University Press
ISBN 13 : 1107728886
Total Pages : 485 pages
Book Rating : 4.1/5 (77 download)
Download or read book Uniform Central Limit Theorems written by R. M. Dudley and published by Cambridge University Press. This book was released on 2014-02-24 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this new edition of a classic work on empirical processes the author, an acknowledged expert, gives a thorough treatment of the subject with the addition of several proved theorems not included in the first edition, including the Bretagnolle–Massart theorem giving constants in the Komlos–Major–Tusnady rate of convergence for the classical empirical process, Massart's form of the Dvoretzky–Kiefer–Wolfowitz inequality with precise constant, Talagrand's generic chaining approach to boundedness of Gaussian processes, a characterization of uniform Glivenko–Cantelli classes of functions, Giné and Zinn's characterization of uniform Donsker classes, and the Bousquet–Koltchinskii–Panchenko theorem that the convex hull of a uniform Donsker class is uniform Donsker. The book will be an essential reference for mathematicians working in infinite-dimensional central limit theorems, mathematical statisticians, and computer scientists working in computer learning theory. Problems are included at the end of each chapter so the book can also be used as an advanced text.
Author : G. Fayolle
Publisher : Cambridge University Press
ISBN 13 : 9780521461979
Total Pages : 184 pages
Book Rating : 4.4/5 (619 download)
Download or read book Topics in the Constructive Theory of Countable Markov Chains written by G. Fayolle and published by Cambridge University Press. This book was released on 1995-05-18 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides methods of analysing Markov chains based on Lyapunov functions.
Author : Burton Herbert Singer
Publisher :
ISBN 13 :
Total Pages : 224 pages
Book Rating : 4.F/5 ( download)
Download or read book Some Limit Theorems for Markov Chains and Related Occupancy Problems written by Burton Herbert Singer and published by . This book was released on 1967 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ehrhard Behrends
Publisher : Vieweg+Teubner Verlag
ISBN 13 : 3322901572
Total Pages : 237 pages
Book Rating : 4.3/5 (229 download)
Download or read book Introduction to Markov Chains written by Ehrhard Behrends and published by Vieweg+Teubner Verlag. This book was released on 2014-07-08 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: Besides the investigation of general chains the book contains chapters which are concerned with eigenvalue techniques, conductance, stopping times, the strong Markov property, couplings, strong uniform times, Markov chains on arbitrary finite groups (including a crash-course in harmonic analysis), random generation and counting, Markov random fields, Gibbs fields, the Metropolis sampler, and simulated annealing. With 170 exercises.
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.
