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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...

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Detalles Bibliográficos
Autores principales: Hennion, Hubert, Hervé, Loïc
Lenguaje:eng
Publicado: Springer 2001
Materias:
Acceso en línea:https://dx.doi.org/10.1007/b87874
http://cds.cern.ch/record/1691384
Descripción
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.