Introduction to Ergodic rates for Markov chains and processes
Author | : Kulik, Alexei |
Publisher | : Universitätsverlag Potsdam |
Total Pages | : 138 |
Release | : 2015-10-20 |
ISBN-10 | : 9783869563381 |
ISBN-13 | : 3869563389 |
Rating | : 4/5 (389 Downloads) |
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.