Local Limit Theorems for Inhomogeneous Markov Chains
Language: English
Published by Springer, 2023
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 63.54
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Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains.The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.…
Seller Inventory # 9783031326004
- Title
- Local Limit Theorems for Inhomogeneous Markov Chains
- Author
- Dmitry Dolgopyat
- Publisher
- Springer
- Publication year
- 2023
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3031326008
- ISBN 13
- 9783031326004
- Item weight
- 540 grams
- Dimensions
- 235x155x20 mm
The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.
"Synopsis" may belong to another edition of this title.
About the Author
Omri Sarig is the Theodore R. and Edlyn Racoosin Professor of Mathematics at the Weizmann Institute of Science. He obtained his doctorate from Tel-Aviv University, and has held positions at the University of Warwick and the Pennsylvania State University.
Dmitry Dolgopyat and Omri Sarig work at the intersection of ergodic theory, probability theory, and the theory of dynamical systems. They have an ongoing collaboration aimed at studying probabilistic limit theorems for dynamical systems.
"About the title" may belong to another edition of this title.
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