Local Limit Theorems for Transition Densities of Markov Chains Converging to Diffusions with Unbounded Drift

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ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.:/5 (897 download)

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Book Synopsis Local Limit Theorems for Transition Densities of Markov Chains Converging to Diffusions with Unbounded Drift by : Sara Anna van de Geer

Download or read book Local Limit Theorems for Transition Densities of Markov Chains Converging to Diffusions with Unbounded Drift written by Sara Anna van de Geer and published by . This book was released on 2003 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (119 download)

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Book Synopsis Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions by : Valentin Konakov

Download or read book Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions written by Valentin Konakov and published by . This book was released on 1998 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Local Limit Theorems for Inhomogeneous Markov Chains

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Publisher : Springer Nature
ISBN 13 : 3031326016
Total Pages : 348 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis Local Limit Theorems for Inhomogeneous Markov Chains by : Dmitry Dolgopyat

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.

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

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Publisher : Springer
ISBN 13 : 3540446230
Total Pages : 150 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness by : Hubert Hennion

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.

Lecture Notes on Limit Theorems for Markov Chain Transition Probabilities

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ISBN 13 :
Total Pages : 126 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Lecture Notes on Limit Theorems for Markov Chain Transition Probabilities by : Steven Orey

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:

Lecture Notes on Limit Theorems for Markov Chain Transition Probability Functions

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ISBN 13 :
Total Pages : 192 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Lecture Notes on Limit Theorems for Markov Chain Transition Probability Functions by : Steven Orey

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:

Limit Theorems on Large Deviations for Markov Stochastic Processes

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Publisher : Springer
ISBN 13 : 0792301439
Total Pages : 176 pages
Book Rating : 4.7/5 (923 download)

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Book Synopsis Limit Theorems on Large Deviations for Markov Stochastic Processes by : A.D. Wentzell

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.

Quasi-Stationary Distributions

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Publisher : Springer Science & Business Media
ISBN 13 : 3642331300
Total Pages : 288 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Quasi-Stationary Distributions by : Pierre Collet

Download or read book Quasi-Stationary Distributions written by Pierre Collet and published by Springer Science & Business Media. This book was released on 2012-10-25 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.

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

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ISBN 13 : 9783662205389
Total Pages : 162 pages
Book Rating : 4.2/5 (53 download)

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Book Synopsis Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness by : Hubert Hennion

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:

On a Local Limit Theorem for Inhomogenous Markov Chains

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ISBN 13 :
Total Pages : 8 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis On a Local Limit Theorem for Inhomogenous Markov Chains by : V. A. Statulyavicus

Download or read book On a Local Limit Theorem for Inhomogenous Markov Chains written by V. A. Statulyavicus and published by . This book was released on 1956 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Uniform Limit Theorems for Markov Chains

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ISBN 13 :
Total Pages : 210 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Uniform Limit Theorems for Markov Chains by : Shlomo Levental

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:

Limit Theorems and Some Applications in Statistical Physics

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Publisher : Springer
ISBN 13 :
Total Pages : 260 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Limit Theorems and Some Applications in Statistical Physics by : Boris Nahapetian

Download or read book Limit Theorems and Some Applications in Statistical Physics written by Boris Nahapetian and published by Springer. This book was released on 1991-08 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Limit Theorems for the Range of Markov Chains

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ISBN 13 : 9789171461537
Total Pages : 116 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Limit Theorems for the Range of Markov Chains by : Björn Palmgren

Download or read book Limit Theorems for the Range of Markov Chains written by Björn Palmgren and published by . This book was released on 1981 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Limit Theorems for Null Recurrent Markov Processes

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Publisher : American Mathematical Soc.
ISBN 13 : 9780821864906
Total Pages : 108 pages
Book Rating : 4.8/5 (649 download)

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Book Synopsis Limit Theorems for Null Recurrent Markov Processes by : Reinhard Hšpfner

Download or read book Limit Theorems for Null Recurrent Markov Processes written by Reinhard Hšpfner and published by American Mathematical Soc.. This book was released on 2003-01-02 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Rates of Convergence in the Central Limit Theorem for Markov Chains

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Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (291 download)

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Book Synopsis Rates of Convergence in the Central Limit Theorem for Markov Chains by : Marc Corluy

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:

Limit Theorems for Functionals of Ergodic Markov Chains with General State Space

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Publisher : American Mathematical Soc.
ISBN 13 : 9780821863879
Total Pages : 228 pages
Book Rating : 4.8/5 (638 download)

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Book Synopsis Limit Theorems for Functionals of Ergodic Markov Chains with General State Space by : Xia Chen

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 1999-04-28 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Lecture Notes on Limit Theorems for Markov Chain Transition Probabilities

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (959 download)

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Book Synopsis Lecture Notes on Limit Theorems for Markov Chain Transition Probabilities by : George R. Sell

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: