Download or read book Conditioned Limit Theorems for Some Null Recurrent Markov Processes written by Richard Durrett and published by . This book was released on 1976 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let U sub k be a discrete time Markov process with state space E and let S be a proper subset of E. In several applications it is of interest to know the behavior of the system after a large number of steps given that the process has not entered S. for example if U sub k is a branching process a limit theorem of this type gives information about the size of the kth generation given that extinction has not occurred by time k.

Download or read book Limit Theorems for Null Recurrent Markov Processes written by Reinhard Höpfner and published by American Mathematical Soc.. This book was released on 2003 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Limit Theorems for Null Recurrent Markov Processes written by Reinhard Höpfner and published by . This book was released on 2014-09-11 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Limit Theorems for Randomly Stopped Stochastic Processes written by Dmitrii S. Silvestrov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.

Download or read book Limit Theorems for Null Recurrent Markov Processes written by Reinhard Höpfner and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Some Limit Theorems for Markov Chains and Related Occupancy Problems written by Burton Herbert Singer and published by . This book was released on 1967 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Limit Theorems Involving Capacities for Recurrent Markov Chains written by Sidney C. Port and published by . This book was released on 1965 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: The asymptotic behavior of the quantity E(n) = The summation over all x of M(x) P sub x (V

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. This book was released on 2003-07-01 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: The usefulness of from the of techniques perturbation theory operators, to kernel for limit theorems for a applied quasi-compact positive Q, obtaining Markov chains for stochastic of or dynamical by describing properties systems, of Perron- Frobenius has been demonstrated in several All use a operator, papers. these works share the features the features that must be same specific general ; used in each stem from the nature of the functional particular case precise space where the of is and from the number of quasi-compactness Q proved eigenvalues of of modulus 1. We here a functional framework for Q give general analytical this method and we the aforementioned behaviour within it. It asymptotic prove is worth that this framework is to allow the unified noticing sufficiently general treatment of all the cases considered in the literature the previously specific ; characters of model translate into the verification of of simple hypotheses every a functional nature. When to Markov kernels or to Perr- applied Lipschitz Frobenius associated with these statements rise operators expanding give maps, to new results and the of known The main clarify proofs already properties. of the deals with a Markov kernel for which 1 is a part quasi-compact Q paper of modulus 1. An essential but is not the simple eigenvalue unique eigenvalue element of the work is the of the of peripheral Q precise description spectrums and of its To conclude the the results obtained perturbations.

Download or read book Limit Theorems and Some Applications in Statistical Physics written by Boris Nahapetian and published by Springer. This book was released on 1991-08 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Uniform Limit Theorems for Markov Chains written by Shlomo Levental and published by . This book was released on 1986 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1977 with total page 1082 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Discrete Time Branching Processes in Random Environment written by Götz Kersting and published by John Wiley & Sons. This book was released on 2017-10-30 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: Branching processes are stochastic processes which represent the reproduction of particles, such as individuals within a population, and thereby model demographic stochasticity. In branching processes in random environment (BPREs), additional environmental stochasticity is incorporated, meaning that the conditions of reproduction may vary in a random fashion from one generation to the next. This book offers an introduction to the basics of BPREs and then presents the cases of critical and subcritical processes in detail, the latter dividing into weakly, intermediate, and strongly subcritical regimes.

Download or read book Lecture Notes on Limit Theorems for Markov Chain Transition Probabilities written by Steven Orey and published by . This book was released on 1971 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Potential Functions of Random Walks in Z with Infinite Variance written by Kôhei Uchiyama and published by Springer Nature. This book was released on 2023 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book studies the potential functions of one-dimensional recurrent random walks on the lattice of integers with step distribution of infinite variance. The central focus is on obtaining reasonably nice estimates of the potential function. These estimates are then applied to various situations, yielding precise asymptotic results on, among other things, hitting probabilities of finite sets, overshoot distributions, Green functions on long finite intervals and the half-line, and absorption probabilities of two-sided exit problems. The potential function of a random walk is a central object in fluctuation theory. If the variance of the step distribution is finite, the potential function has a simple asymptotic form, which enables the theory of recurrent random walks to be described in a unified way with rather explicit formulae. On the other hand, if the variance is infinite, the potential function behaves in a wide range of ways depending on the step distribution, which the asymptotic behaviour of many functionals of the random walk closely reflects. In the case when the step distribution is attracted to a strictly stable law, aspects of the random walk have been intensively studied and remarkable results have been established by many authors. However, these results generally do not involve the potential function, and important questions still need to be answered. In the case where the random walk is relatively stable, or if one tail of the step distribution is negligible in comparison to the other on average, there has been much less work. Some of these unsettled problems have scarcely been addressed in the last half-century. As revealed in this treatise, the potential function often turns out to play a significant role in their resolution. Aimed at advanced graduate students specialising in probability theory, this book will also be of interest to researchers and engineers working with random walks and stochastic systems.

Download or read book Lecture Notes on Limit Theorems for Markov Chain Transition Probability Functions written by Steven Orey and published by . This book was released on 1968 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Local Limit Theorems for Inhomogeneous Markov Chains written by Dmitry Dolgopyat and published by Springer Nature. This book was released on 2023-07-31 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains. The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.

Download or read book Conditioned Limit Theorems for Waiting Time Processes of the M written by G. Hooghiemstra and published by . This book was released on 1982 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: