| 書目名稱 | Local Limit Theorems for Inhomogeneous Markov Chains |
| 編輯 | Dmitry Dolgopyat,Omri M. Sarig |
| 視頻video | http://file.papertrans.cn/588/587678/587678.mp4 |
| 概述 | Presents a complete solution of the “l(fā)ocal limit theorem problem" for inhomogeneous Markov chains.Develops novel techniques which go beyond the classical asymptotic results in the subject.Self-contain |
| 叢書名稱 | Lecture Notes in Mathematics |
| 圖書封面 |  |
| 描述 | 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.. |
| 出版日期 | Book 2023 |
| 關(guān)鍵詞 | Central Limit Theorem; Local Limit Theorem; Random Dynamical Systems; Markov Chains; Inhomogeneous; Large |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-32601-1 |
| isbn_softcover | 978-3-031-32600-4 |
| isbn_ebook | 978-3-031-32601-1Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
|Archiver|手機版|小黑屋|
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