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Author: Hubert Hennion
Publisher: Springer
ISBN: 3540446230
Category : Mathematics
Languages : en
Pages : 152
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Book Description
The usefulness of from the of techniques perturbation theory operators, to kernel for limit theorems for a applied quasi-compact positive Q, obtaining Markov chains for stochastic of or dynamical by describing properties systems, of Perron- Frobenius has been demonstrated in several All use a operator, papers. these works share the features the features that must be same specific general ; used in each stem from the nature of the functional particular case precise space where the of is and from the number of quasi-compactness Q proved eigenvalues of of modulus 1. We here a functional framework for Q give general analytical this method and we the aforementioned behaviour within it. It asymptotic prove is worth that this framework is to allow the unified noticing sufficiently general treatment of all the cases considered in the literature the previously specific ; characters of model translate into the verification of of simple hypotheses every a functional nature. When to Markov kernels or to Perr- applied Lipschitz Frobenius associated with these statements rise operators expanding give maps, to new results and the of known The main clarify proofs already properties. of the deals with a Markov kernel for which 1 is a part quasi-compact Q paper of modulus 1. An essential but is not the simple eigenvalue unique eigenvalue element of the work is the of the of peripheral Q precise description spectrums and of its To conclude the the results obtained perturbations.
Author: Hubert Hennion
Publisher: Springer
ISBN: 3540446230
Category : Mathematics
Languages : en
Pages : 152
Get Book
Book Description
The usefulness of from the of techniques perturbation theory operators, to kernel for limit theorems for a applied quasi-compact positive Q, obtaining Markov chains for stochastic of or dynamical by describing properties systems, of Perron- Frobenius has been demonstrated in several All use a operator, papers. these works share the features the features that must be same specific general ; used in each stem from the nature of the functional particular case precise space where the of is and from the number of quasi-compactness Q proved eigenvalues of of modulus 1. We here a functional framework for Q give general analytical this method and we the aforementioned behaviour within it. It asymptotic prove is worth that this framework is to allow the unified noticing sufficiently general treatment of all the cases considered in the literature the previously specific ; characters of model translate into the verification of of simple hypotheses every a functional nature. When to Markov kernels or to Perr- applied Lipschitz Frobenius associated with these statements rise operators expanding give maps, to new results and the of known The main clarify proofs already properties. of the deals with a Markov kernel for which 1 is a part quasi-compact Q paper of modulus 1. An essential but is not the simple eigenvalue unique eigenvalue element of the work is the of the of peripheral Q precise description spectrums and of its To conclude the the results obtained perturbations.
Author: Hubert Hennion
Publisher:
ISBN: 9783662205389
Category :
Languages : en
Pages : 162
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Book Description
Author: Pierre Collet
Publisher: Springer Science & Business Media
ISBN: 3642331300
Category : Mathematics
Languages : en
Pages : 288
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Book Description
Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.
Author: Dmitry Dolgopyat
Publisher: Springer Nature
ISBN: 3031326016
Category : Mathematics
Languages : en
Pages : 348
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Book Description
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.
Author: Yuri Kifer
Publisher: American Mathematical Soc.
ISBN: 0821844253
Category : Mathematics
Languages : en
Pages : 144
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Book Description
The work treats dynamical systems given by ordinary differential equations in the form $\frac{dX^\varepsilon(t)}{dt}=\varepsilon B(X^\varepsilon(t),Y^\varepsilon(t))$ where fast motions $Y^\varepsilon$ depend on the slow motion $X^\varepsilon$ (coupled with it) and they are either given by another differential equation $\frac{dY^\varepsilon(t)}{dt}=b(X^\varepsilon(t), Y^\varepsilon(t))$ or perturbations of an appropriate parametric family of Markov processes with freezed slow variables.
Author: D. Dolgopyat
Publisher: American Mathematical Soc.
ISBN: 1470411121
Category : Mathematics
Languages : en
Pages : 3390
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Book Description
This volume contains the proceedings of the semester-long special program on Hyperbolic Dynamics, Large Deviations and Fluctuations, which was held from January-June 2013, at the Centre Interfacultaire Bernoulli, École Polytechnique Fédérale de Lausanne, Switzerland. The broad theme of the program was the long-term behavior of dynamical systems and their statistical behavior. During the last 50 years, the statistical properties of dynamical systems of many different types have been the subject of extensive study in statistical mechanics and thermodynamics, ergodic and probability theories, and some areas of mathematical physics. The results of this study have had a profound effect on many different areas in mathematics, physics, engineering and biology. The papers in this volume cover topics in large deviations and thermodynamics formalism and limit theorems for dynamic systems. The material presented is primarily directed at researchers and graduate students in the very broad area of dynamical systems and ergodic theory, but will also be of interest to researchers in related areas such as statistical physics, spectral theory and some aspects of number theory and geometry.
Author: Dmitriĭ Sergeevich Silʹvestrov
Publisher: Springer Science & Business Media
ISBN: 9781852337773
Category : Mathematics
Languages : en
Pages : 426
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Book Description
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided.The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.
Author: Kifer Yuri
Publisher: World Scientific
ISBN: 9813235020
Category : Mathematics
Languages : en
Pages : 300
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Book Description
The book is devoted to limit theorems for nonconventional sums and arrays. Asymptotic behavior of such sums were first studied in ergodic theory but recently it turned out that main limit theorems of probability theory, such as central, local and Poisson limit theorems can also be obtained for such expressions. In order to obtain sufficiently general local limit theorem, we develop also thermodynamic formalism type results for random complex operators, which is one of the novelties of the book. Contents: Nonconventional Limit Theorems: Stein's Method for Nonconventional Sums Local Limit Theorem Nonconventional Arrays Random Transformations Thermodynamic Formalism for Random Complex Operators: Ruelle–Perron–Frobenius Theorem via Cone Contractions Application to Random Locally Expanding Covering Maps Pressure, Asymptotic Variance and Complex Gibbs Measures Application to Random Complex Integral Operators Fiberwise Limit Theorems Readership: Advanced graduate students and researchers in probability theory and stochastic processes and dynamical systems and ergodic theory. Keywords: Limit Theorems;Nonconventional Sums;Nonconventional Arrays;Stochastic Processes;Dynamical Systems;Stein's Method;Martingale Approximation;Thermodynamic Formalism;Strong Law of Large Numbers;Central;Local and Poisson Limit TheoremsReview: Key Features: The results in the book are new and never appeared before, Prof. Yuri Kifer is a well-known researcher in probability and dynamical systems, he published several books and more than 130 papers and he initiated the research on nonconventional limit theorems in the last decade
Author: Stephen J. Guastello
Publisher: CRC Press
ISBN: 1439820023
Category : Mathematics
Languages : en
Pages : 631
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Book Description
Although its roots can be traced to the 19th century, progress in the study of nonlinear dynamical systems has taken off in the last 30 years. While pertinent source material exists, it is strewn about the literature in mathematics, physics, biology, economics, and psychology at varying levels of accessibility. A compendium research methods reflect
Author: Heinz Hanßmann
Publisher: Springer
ISBN: 3540388966
Category : Mathematics
Languages : en
Pages : 242
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Book Description
This book demonstrates that while elliptic and hyperbolic tori determine the distribution of maximal invariant tori, they themselves form n-parameter families. Therefore, torus bifurcations of high co-dimension may be found in a single given Hamiltonian system, absent untypical conditions or external parameters. The text moves logically from the integrable case, in which symmetries allow for reduction to bifurcating equilibria, to non-integrability, where smooth parametrisations must be replaced by Cantor sets.
