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Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness
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 tre...
Autores principales: | , |
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Lenguaje: | eng |
Publicado: |
Springer
2001
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/b87874 http://cds.cern.ch/record/1691384 |
Sumario: | 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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