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 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 . This book was released on 2000 with total page 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 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 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 Markov Chains and Stochastic Properties of Dynamical Systems by Quasi Compactness written by Hubert Hennion and published by Springer Science & Business Media. This book was released on 2001-08 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows how techniques from the perturbation theory of operators, applied to a quasi-compact positive kernel, may be used to obtain limit theorems for Markov chains or to describe stochastic properties of dynamical systems. A general framework for this method is given and then applied to treat several specific cases. An essential element of this work is the description of the peripheral spectra of a quasi-compact Markov kernel and of its Fourier-Laplace perturbations. This is first done in the ergodic but non-mixing case. This work is extended by the second author to the non-ergodic case. The only prerequisites for this book are a knowledge of the basic techniques of probability theory and of notions of elementary functional analysis.

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 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 Introduction to Ergodic rates for Markov chains and processes written by Kulik, Alexei and published by Universitätsverlag Potsdam. This book was released on 2015-10-20 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present lecture notes aim for an introduction to the ergodic behaviour of Markov Processes and addresses graduate students, post-graduate students and interested readers. Different tools and methods for the study of upper bounds on uniform and weak ergodic rates of Markov Processes are introduced. These techniques are then applied to study limit theorems for functionals of Markov processes. This lecture course originates in two mini courses held at University of Potsdam, Technical University of Berlin and Humboldt University in spring 2013 and Ritsumameikan University in summer 2013. Alexei Kulik, Doctor of Sciences, is a Leading researcher at the Institute of Mathematics of Ukrainian National Academy of Sciences.

Download or read book Limit Theorems on Large Deviations for Markov Stochastic Processes written by A.D. Wentzell and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent decades a new branch of probability theory has been developing intensively, namely, limit theorems for stochastic processes. As compared to classical limit theorems for sums of independent random variables, the generalizations are going here in two directions simultaneously. First, instead of sums of independent variables one considers stochastic processes belonging to certain broad classes. Secondly, instead of the distribution of a single sum - the distribution of the value of a stochastic process at one (time) point - or the joint distribution of the values of a process at a finite number of points, one considers distributions in an infinite-dimensional function space. For stochastic processes constructed, starting from sums of independent random variables, this is the same as considering the joint distribution of an unboundedly increasing number of sums.

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 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 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 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: