Markov Chains on Metric Spaces: A Short Course by Tobias Hurth (English) Paperba

Description: Markov Chains on Metric Spaces by Tobias Hurth, Michel Benaïm Estimated delivery 3-12 business days Format Paperback Condition Brand New Description This book gives an introduction to discrete-time Markov chains which evolve on a separable metric space. The book can serve as the core for a semester- or year-long graduate course in probability theory withan emphasis on Markov chains or random dynamics. Publisher Description This book gives an introduction to discrete-time Markov chains which evolve on a separable metric space. The focus is on the ergodic properties of such chains, i.e., on their long-term statistical behaviour. Among the main topics are existence and uniqueness of invariant probability measures, irreducibility, recurrence, regularizing properties for Markov kernels, and convergence to equilibrium. These concepts are investigated with tools such as Lyapunov functions, petite and small sets, Doeblin and accessible points, coupling, as well as key notions from classical ergodic theory. The theory is illustrated through several recurring classes of examples, e.g., random contractions, randomly switched vector fields, and stochastic differential equations, the latter providing a bridge to continuous-time Markov processes. The book can serve as the core for a semester- or year-long graduate course in probability theory withan emphasis on Markov chains or random dynamics. Some of the material is also well suited for an ergodic theory course. Readers should have taken an introductory course on probability theory, based on measure theory. While there is a chapter devoted to chains on a countable state space, a certain familiarity with Markov chains on a finite state space is also recommended. Author Biography Michel Benaïm is a full professor and the head of the probability group at the University of Neuchâtel. He has taught at the universities of Toulouse, Cergy-Pontoise, Ecole Normale Supérieure de Cachan (now Paris-Saclay) and Ecole Polytechnique. Together with Nicole El Karoui, he is the author of the textbook Promenade Aléatoire. He has worked extensively on problems at the interface of probability theory and dynamical systems. He is a member of the editorial boards of Journal of Dynamics and Games, the Springer collection Mathématiques et Applications, and Stochastic Processes and their Applications.Tobias Hurth received his Ph.D. in mathematics from the Georgia Institute of Technology in 2014. He has since held postdoctoral positions at the University of Toronto, the Ecole Polytechnique Fédérale de Lausanne, and the University of Neuchâtel. His research interests include stochastic processes, random dynamics, and mathematical physics. Details ISBN 3031118219 ISBN-13 9783031118210 Title Markov Chains on Metric Spaces Author Tobias Hurth, Michel Benaïm Format Paperback Year 2022 Pages 197 Edition 1st Publisher Springer International Publishing AG GE_Item_ID:141668681; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys

Price: 72.35 USD

Location: Fairfield, Ohio

End Time: 2024-12-27T07:06:01.000Z

Shipping Cost: 0 USD