Introduction to Ergodic rates for Markov chains and processes

  • 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.

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Metadaten
Author details:Alexei Michajlovič KulikORCiDGND
URN:urn:nbn:de:kobv:517-opus4-79360
ISBN:978-3-86956-338-1
Subtitle (English):with applications to limit theorems
Publication series (Volume number):Lectures in pure and applied mathematics (2)
Publisher:Universitätsverlag Potsdam
Place of publishing:Potsdam
Editor(s):Sylvie Roelly
Publication type:Monograph/Edited Volume
Language:English
Year of first publication:2015
Completion year:2015
Publishing institution:Universität Potsdam
Release date:2015/09/16
Tag:Konvergenzrate; Langzeitverhalten; Markovprozesse
Markov processes; ergodic rates; long-time behaviour
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
DDC classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Publishing method:Universitätsverlag Potsdam
License (German):License LogoCC BY-SA - Namensnennung, Weitergabe zu gleichen Bedingungen, 4.0 International
External remark:
In Printform erschienen im Universitätsverlag Potsdam:

Kulik, Alexei:
Introduction to Ergodic rates for Markov chains and processes : with applications to limit theorems / Alexei Kulik. – Potsdam: Universitätsverlag Potsdam, 2015. – ix, 122 S.
(Lectures in pure and applied mathematics ; 2)
ISSN (print) 2199-4951
ISSN (online) 2199-496X
ISBN 978-3-86956-338-1
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