Download or read book Some Ratio Limit Theorems for a General State Space Markov Process written by Michael Leonard Levitan and published by . This book was released on 1967 with total page 148 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 Limit Theorems for Functionals of Ergodic Markov Chains with General State Space written by Xia Chen and published by American Mathematical Soc.. This book was released on 1999 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended for graduate students and research mathematicians working probability theory and statistics.

Download or read book Uniform and Ratio Limit Theorems for Markov Renewal and Semi regenerative Processes on a General State Space written by Esa Nummelin and published by . This book was released on 1977 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book General Irreducible Markov Chains and Non Negative Operators written by Esa Nummelin and published by Cambridge University Press. This book was released on 2004-06-03 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents the theory of general irreducible Markov chains and its connection to the Perron-Frobenius theory of nonnegative operators.

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 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 Some Limit Theorems for a General Markov Process written by Naresh Chandra Jain and published by . This book was released on 1965 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 Limit Theorems for Functionals of Ergodic Markov Chains with General State Space written by Xia Chen (Ph. D.) and published by . This book was released on 1997 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Markov Chains written by D. Revuz and published by Elsevier. This book was released on 2008-07-15 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated Chacon-Ornstein theorem are examined in detail. The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact abelian groups. Further chapters develop renewal theory, an introduction to Martin boundary and the study of chains recurrent in the Harris sense. Finally, the last chapter deals with the construction of chains starting from a kernel satisfying some kind of maximum principle.

Download or read book Foundations of Modern Probability written by Olav Kallenberg and published by Springer Nature. This book was released on 2021-02-07 with total page 946 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.

Download or read book Analytic Methods in Applied Probability written by Yu. M. Suhov and published by American Mathematical Soc.. This book was released on 2002 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is dedicated to F. I. Karpelevich, an outstanding Russian mathematician who made important contributions to applied probability theory. The book contains original papers focusing on several areas of applied probability and its uses in modern industrial processes, telecommunications, computing, mathematical economics, and finance. It opens with a review of Karpelevich's contributions to applied probability theory and includes a bibliography of his works. Other articles discuss queueing network theory, in particular, in heavy traffic approximation (fluid models). The book is suitable for graduate students, theoretical and applied probabilists, computer scientists, and engineers.

Download or read book Introduction to Stochastic Models written by Marius Iosifescu and published by John Wiley & Sons. This book was released on 2013-03-04 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a pedagogical examination of the way in which stochastic models are encountered in applied sciences and techniques such as physics, engineering, biology and genetics, economics and social sciences. It covers Markov and semi-Markov models, as well as their particular cases: Poisson, renewal processes, branching processes, Ehrenfest models, genetic models, optimal stopping, reliability, reservoir theory, storage models, and queuing systems. Given this comprehensive treatment of the subject, students and researchers in applied sciences, as well as anyone looking for an introduction to stochastic models, will find this title of invaluable use.

Download or read book Basics of Applied Stochastic Processes written by Richard Serfozo and published by Springer Science & Business Media. This book was released on 2009-01-24 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.

Download or read book Ratio Limit Theorems for Markov Chains written by Sidney C. Port and published by . This book was released on 1964 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: In an irreducible, recurrent, Markov chain, with integer states, let N sub n(A) be the occupation time of A sy time n, where A is a finite set of states. The principal concern in this memorandum was to investigate various 'ratio limit theorems' for P sub x(N sub n(A) =k). Criteria were given for various ratio limits to exist. The limits (when they exist) were shown to be expressible in terms of an integral over the set of integers E completed with its dual recurrent boundary B. Applications were given to several specific Markov chains. (Author).

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: