Ergodic Behavior of Markov Processes (English, Alexei Kulik)
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Ergodic Behavior of Markov Processes (English, Alexei Kulik)

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ISBN-139783110458701
ISBN-103110458705

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About the Book

The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a…

ISBN: 9783110458701

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