Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness
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
- PDF / 9,706,926 Bytes
- 150 Pages / 426.656 x 665.41 pts Page_size
- 14 Downloads / 232 Views
Ldic Herve
I
-9
Limibt Theorems
for Markov Chains and Stochastic Properties of Dynamical Systems
by Quasi-Compactness
I
4 .
('11"'. Springer '
'1141
Authors Hubert Hennion Ldfc Herv6 I.R.M.A.R.
University of Rennes Beaulieu Campus
1
35042 Rennes, France E-mail: Hubert. Hennion@univ-rennesIft [email protected]
Cataloging-in-Publication Die Deutsche Bibliothek
-
Data
applied
for
CIP-Einheitsaufnahme
Hennion, Hubert: Limit theorems for Markov chains and stochastic properties of dynamical systems by quai-compactness / Hubert Hennion ; Lolic Herv6. Berlin; -
Heidelberg ; New York ; Barcelona ; Hong Kong Singapore ; Tokyo : Springer, 2001 (Lecture
notes in mathematics ;
; London ;
Milan ; Paris
1766)
ISBN 3-540-42415-6
Mathematics
Subject Classification (2000):
601705, 601710, 60J10, 37A25, 37A99 ISSN 0075- 8434 ISBN 3-540-42415-6
Springer-Verlag
Berlin
Heidelberg
New York
subject to copyright. All rights are reserved, whether the whole or part specifically the rights of translation, reprinting, re-use of illustrations, recitation, broadcasting, reproduction on microfilms or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright
This work is
of the material is concerned,
Law.
Springer-Verlag Berlin Heidelberg New York a member of BertelsmannSpringer Science+Business
Media GmbH
http:Hwww.springer.de 0
Springer-Verlag Berlin Heidelberg Germany
2001
Printed in
general descriptive names, registered names, trademarks, etc. in this does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use.
The
use
of
publication
Typesetting: Camera-ready TEX output by SPIN:10847527
41/3142-543210
-
the authors
Printed
on
acid-free paper
,
, ,
,
. ;
1.
.
;
. ,
. 1 1.
.
,
1 .
,
.
1
1.
1
2.
2
3.
3
4.
4 6
1
.
6
1.
),
[]
2.
8 11
3.
14
. 1.
14
,
18
2.
,
.
23
23
1.
2.
27
:
31
.
()
1.
,
. 1.
31
1
()
2.
34 38
,
)
(
[ ].
38 38
2.
)
(
)
(
.
)
(
3. 4.
44
11.2
)
(
.
5.
50
,
2.
3.
49
49
1.
4.
43
43
1.
2.
39 41
()( )
: :
52
( )
54
58
.
60
.
63
1.
,
63
2.
64
3.
70
4.
75
5.
78
6.
79
.
81
1.
2.
81
,
84
3.
86
.
89
1.
89
2.
93
.
99
1. 2.
99 5
101
3.
102
.
104 1.
2.
104
111.8)
( ,
.
115
141 145
,
2
, .
.
( , ),
,
1, .
0,
,
;
),
(
,
( )
1
, .
,
, ,
(
)
> 1
,
,
():
,
.
.
1.2.
( ,. )
,
( , 9)
(,)
,
%
,
,
(
.
)
=
).
(
.
.
()
=
(
=
,
( 07 ) >
=
1,
1,
). ,
.
. ,
=
,
:
()
>
(, , 7
.
(
( [,,),,> .3)
)
01 =
,
()
(,
)
( ).
,.
,
>
3
,
,
( ,, ( )
1
......
&)
,
=
()
( ))
1
,
=
=
Data Loading...