Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness /
Saved in:
| Author / Creator: | Hennion, Hubert, 1944- |
|---|---|
| Imprint: | New York : Springer-Verlag, 2001. |
| Description: | 144 p. ; 24 cm. |
| Language: | English |
| Series: | Lecture notes in mathematics, 0075-8434 ; 1766 Lecture notes in mathematics (Springer-Verlag) ; 1766. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4513566 |
Table of Contents:
- I. General facts about the method, purpose of the paper
- II. The central limit theorems for Markov chains
- III. Quasi-compact operators of diagonal type and perturbations
- IV. First properties of Fourier kernels, application
- V. Peripheral eigenvalues of Fourier kernels
- VI. Proofs of Theorems A, B, C
- VII. Renewal theorem for Markov chains (Theorem D)
- VIII. Large deviations for Markov chains (Theorem E)
- IX. Ergodic properties for Markov chains
- X. Markov chains associated with Lipschitz kernels
- XI. Stochastic properties of dynamical systems
- XII. Expanding maps
- XIII. Proofs of some statements in Probability Theory
- XIV. Functional analysis results on quasi-compactness
- Generalization to the non-ergodic case / L. Herve.
