Ergodic Behavior of Markov Processes
Ergodic Behavior of Markov Processes
De Gruyter | English | 2018 | ISBN-10: 3110458705 | 257 pages | PDF | 1.11 MB
De Gruyter | English | 2018 | ISBN-10: 3110458705 | 257 pages | PDF | 1.11 MB
by Alexei Kulik (Author)
The general topic of this book is the ergodic behavior of Markov processes. More specifically, a detailed introduction to methods for proving upper bounds for ergodic rates is presented. These methods are applied by discussing limit theorems for functionals of Markov processes. Except for some background in probability and measure theory, knowledge of stochastic processes and stochastic differential equations helps in studying specific examples.
About the Author
Alexei Kulik, National Academy of Sciences, Ukraine.