000 | 04380nam a22005415i 4500 | ||
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001 | 978-3-540-44623-1 | ||
003 | DE-He213 | ||
005 | 20190213151834.0 | ||
007 | cr nn 008mamaa | ||
008 | 121227s2001 gw | s |||| 0|eng d | ||
020 |
_a9783540446231 _9978-3-540-44623-1 |
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024 | 7 |
_a10.1007/b87874 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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072 | 7 |
_aPBT _2thema |
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_aPBWL _2thema |
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082 | 0 | 4 |
_a519.2 _223 |
245 | 1 | 0 |
_aLimit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasi-Compactness _h[electronic resource] / _cedited by Hubert Hennion, Loïc Hervé. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2001. |
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300 |
_aVIII, 152 p. _bonline resource. |
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_atext _btxt _2rdacontent |
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_acomputer _bc _2rdamedia |
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_aonline resource _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1766 |
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505 | 0 | _aGeneral Facts About The Method Purpose Of The Paper -- The Central Limit Theorems For Markov Chains Theorems A, B, C -- Quasi-Compact Operators of Diagonal Type And Their Perturbations -- First Properties of Fourier Kernels Application -- Peripheral Eigenvalues of Fourier Kernels -- Proofs Of Theorems A, B, C -- Renewal Theorem For Markov Chains Theorem D -- Large Deviations For Markov Chains Theorem E -- Ergodic Properties For Markov Chains -- Markov Chains Associated With Lipschitz Kernels Examples -- Stochastic Properties Of Dynamical Systems Theorems A*, B*, C*, D*, E* -- Expanding Maps -- Proofs Of Some Statements In Probability Theory -- Functional Analysis Results On Quasi-Compactness -- Generalization To The Non-Ergodic Case. | |
520 | _aThe 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. | ||
650 | 0 | _aDistribution (Probability theory. | |
650 | 0 | _aGlobal analysis (Mathematics). | |
650 | 0 | _aDifferential Equations. | |
650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
650 | 2 | 4 |
_aAnalysis. _0http://scigraph.springernature.com/things/product-market-codes/M12007 |
650 | 2 | 4 |
_aOrdinary Differential Equations. _0http://scigraph.springernature.com/things/product-market-codes/M12147 |
700 | 1 |
_aHennion, Hubert. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
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700 | 1 |
_aHervé, Loïc. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
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710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783662205389 |
776 | 0 | 8 |
_iPrinted edition: _z9783540424154 |
830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1766 |
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856 | 4 | 0 | _uhttps://doi.org/10.1007/b87874 |
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912 | _aZDB-2-BAE | ||
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_c12055 _d12055 |