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.
Download full text files
SHA-1:6f5876086ba6523cba88037a9cdc100722e5d055
Additional Services
| Author details: | Alexei Michajlovič KulikORCiDGND |
|---|---|
| URN: | urn:nbn:de:kobv:517-opus4-79360 |
| ISBN: | 978-3-86956-338-1 |
| ISSN: | 2199-4951 |
| ISSN: | 2199-496X |
| 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 |
| Publication year: | 2015 |
| Publishing institution: | Universität Potsdam |
| Release date: | 2015/09/16 |
| Tag: | Konvergenzrate; Langzeitverhalten; Markovprozesse Markov processes; ergodic rates; long-time behaviour |
| Number of pages: | ix, 122 S. |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
| Publishing method: | Universitätsverlag Potsdam |
| License (German): |  CC-BY-SA - Namensnennung, Weitergabe zu gleichen Bedingungen 4.0 International |
