Description

Book Synopsis

The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples.

Contents　
Part I: Ergodic Rates for Markov Chains and Processes
Markov Chains with Discrete State Spaces
General Markov Chains: Ergodicity in Total Variation
MarkovProcesseswithContinuousTime
Weak Ergodic Rates

Part II: Limit Theorems
The Law of Large Numbers and the Central Limit Theorem
Functional Limit Theorems

Ergodic Behavior of Markov Processes: With Applications to Limit Theorems

    Product form

    £103.55

    Includes FREE delivery

    RRP £109.00 – you save £5.45 (5%)

    Order before 4pm today for delivery by Tue 4 Aug 2026.

    A Hardback by Alexei Kulik

    15 in stock

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Ergodic Behavior of Markov Processes: With Applications to Limit Theorems by Alexei Kulik

      Publisher: De Gruyter
      Publication Date: Publication Date: 23/11/2017
      ISBN13: 9783110458701, 978-3110458701
      ISBN10:

      Description

      Book Synopsis

      The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples.

      Contents　
      Part I: Ergodic Rates for Markov Chains and Processes
      Markov Chains with Discrete State Spaces
      General Markov Chains: Ergodicity in Total Variation
      MarkovProcesseswithContinuousTime
      Weak Ergodic Rates

      Part II: Limit Theorems
      The Law of Large Numbers and the Central Limit Theorem
      Functional Limit Theorems

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account