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

Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness
Author :
Publisher : Springer Science & Business Media
Total Pages : 150
Release :
ISBN-10 : 9783540424154
ISBN-13 : 3540424156
Rating : 4/5 (156 Downloads)

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 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.


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