Introduction to Ergodic rates for Markov chains and processes von Alexei Kulik | with applications to limit theorems | ISBN 9783869563381

Introduction to Ergodic rates for Markov chains and processes

with applications to limit theorems

von Alexei Kulik
Buchcover Introduction to Ergodic rates for Markov chains and processes | Alexei Kulik | EAN 9783869563381 | ISBN 3-86956-338-9 | ISBN 978-3-86956-338-1
Inhaltsverzeichnis

Introduction to Ergodic rates for Markov chains and processes

with applications to limit theorems

von Alexei Kulik
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.