Download or read book Stable Limit Theorems for Markov Chains written by Stephen Robert Kimbleton 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 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 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 Markov Chains and Stochastic Properties of Dynamical Systems by Quasi Compactness written by Hubert Hennion and published by . This book was released on 2014-01-15 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Strong Stable Markov Chains written by N. V. Kartashov and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-01-14 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Strong Stable Markov Chains".

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 Markov Chains and Stochastic Stability written by Sean Meyn and published by Cambridge University Press. This book was released on 2009-04-02 with total page 623 pages. Available in PDF, EPUB and Kindle. Book excerpt: New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.

Download or read book Markov Chains and Stochastic Stability written by Sean P. Meyn and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 559 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors B.W. Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and application has matured over the past 20 years into something more accessible and complete. It is of increasing interest and importance. This publication deals with the action of Markov chains on general state spaces. It discusses the theories and the use to be gained, concentrating on the areas of engineering, operations research and control theory. Throughout, the theme of stochastic stability and the search for practical methods of verifying such stability, provide a new and powerful technique. This does not only affect applications but also the development of the theory itself. The impact of the theory on specific models is discussed in detail, in order to provide examples as well as to demonstrate the importance of these models. Markov Chains and Stochastic Stability can be used as a textbook on applied Markov chain theory, provided that one concentrates on the main aspects only. It is also of benefit to graduate students with a standard background in countable space stochastic models. Finally, the book can serve as a research resource and active tool for practitioners.

Download or read book Limit Theorems for the Range of Markov Chains written by Björn Palmgren and published by . This book was released on 1981 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Markov Chains and Stochastic Stability written by Sean Meyn and published by Cambridge University Press. This book was released on 2009-04-02 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.

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 Markov Chains written by Kai Lai Chung and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: J. Neveu, 1962 in Zentralblatt fr Mathematik, 92. Band Heft 2, p. 343: "Ce livre crit par l'un des plus minents spcialistes en la matire, est un expos trs dtaill de la thorie des processus de Markov dfinis sur un espace dnombrable d'tats et homognes dans le temps (chaines stationnaires de Markov)." N. Jain, 2008 in Selected Works of Kai Lai Chung, edited by Farid AitSahlia (University of Florida, USA), Elton Hsu (Northwestern University, USA), & Ruth Williams (University of California-San Diego, USA), Chapter 1, p. 15: "This monograph deals with countable state Markov chains in both discrete time (Part I) and continuous time (Part II). ... Much of Kai Lai's fundamental work in the field is included in this monograph. Here, for the first time, Kai Lai gave a systematic exposition of the subject which includes classification of states, ratio ergodic theorems, and limit theorems for functionals of the chain."

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 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 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 Stable Convergence and Stable Limit Theorems written by Erich Häusler and published by Springer. This book was released on 2015-06-09 with total page 231 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept. Stable convergence holds in many limit theorems of probability theory and statistics – such as the classical central limit theorem – which are usually formulated in terms of convergence in distribution. Originated by Alfred Rényi, the notion of stable convergence is stronger than the classical weak convergence of probability measures. A variety of methods is described which can be used to establish this stronger stable convergence in many limit theorems which were originally formulated only in terms of weak convergence. Naturally, these stronger limit theorems have new and stronger consequences which should not be missed by neglecting the notion of stable convergence. The presentation will be accessible to researchers and advanced students at the master's level with a solid knowledge of measure theoretic probability.

Download or read book Continuous Parameter Markov Chains written by Kai Lai Chung and published by . This book was released on 1958 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: