Random dynamical systems: theory and applications
This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processe...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2007
|
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 Volltext |
| Zusammenfassung: | This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions, that have found applications in many contexts is presented in detail. Chapter 6 explains how a random dynamical system may emerge from a class of dynamic programming problems. With examples and exercises, readers are guided from basic theory to the frontier of applied mathematical research |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xv, 463 pages) |
| ISBN: | 9780511618628 |
| DOI: | 10.1017/CBO9780511618628 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043943484 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 161206s2007 |||| o||u| ||||||eng d | ||
| 020 | |a 9780511618628 |c Online |9 978-0-511-61862-8 | ||
| 024 | 7 | |a 10.1017/CBO9780511618628 |2 doi | |
| 035 | |a (ZDB-20-CBO)CR9780511618628 | ||
| 035 | |a (OCoLC)967602461 | ||
| 035 | |a (DE-599)BVBBV043943484 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-92 | ||
| 082 | 0 | |a 515/.39 |2 22 | |
| 084 | |a QC 040 |0 (DE-625)141238: |2 rvk | ||
| 084 | |a QH 440 |0 (DE-625)141587: |2 rvk | ||
| 084 | |a SK 810 |0 (DE-625)143257: |2 rvk | ||
| 100 | 1 | |a Bhattacharya, R. N. |d 1937- |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Random dynamical systems |b theory and applications |c Rabi Bhattacharya, Mukul Majumdar |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2007 | |
| 300 | |a 1 online resource (xv, 463 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
| 520 | |a This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions, that have found applications in many contexts is presented in detail. Chapter 6 explains how a random dynamical system may emerge from a class of dynamic programming problems. With examples and exercises, readers are guided from basic theory to the frontier of applied mathematical research | ||
| 650 | 4 | |a Random dynamical systems | |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Dynamisches System |0 (DE-588)4013396-5 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Dynamisches System |0 (DE-588)4013396-5 |D s |
| 689 | 0 | 1 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Majumdar, Mukul |d 1944- |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-0-521-53272-3 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-0-521-82565-8 |
| 856 | 4 | 0 | |u https://doi.org/10.1017/CBO9780511618628 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-20-CBO | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029352455 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511618628 |l BSB01 |p ZDB-20-CBO |q BSB_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511618628 |l FHN01 |p ZDB-20-CBO |q FHN_PDA_CBO |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804176887393550336 |
|---|---|
| any_adam_object | |
| author | Bhattacharya, R. N. 1937- |
| author_facet | Bhattacharya, R. N. 1937- |
| author_role | aut |
| author_sort | Bhattacharya, R. N. 1937- |
| author_variant | r n b rn rnb |
| building | Verbundindex |
| bvnumber | BV043943484 |
| classification_rvk | QC 040 QH 440 SK 810 |
| collection | ZDB-20-CBO |
| ctrlnum | (ZDB-20-CBO)CR9780511618628 (OCoLC)967602461 (DE-599)BVBBV043943484 |
| dewey-full | 515/.39 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 515 - Analysis |
| dewey-raw | 515/.39 |
| dewey-search | 515/.39 |
| dewey-sort | 3515 239 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511618628 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02998nmm a2200517zc 4500</leader><controlfield tag="001">BV043943484</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">161206s2007 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511618628</subfield><subfield code="c">Online</subfield><subfield code="9">978-0-511-61862-8</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1017/CBO9780511618628</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-20-CBO)CR9780511618628</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)967602461</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043943484</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">515/.39</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QC 040</subfield><subfield code="0">(DE-625)141238:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 440</subfield><subfield code="0">(DE-625)141587:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 810</subfield><subfield code="0">(DE-625)143257:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bhattacharya, R. N.</subfield><subfield code="d">1937-</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Random dynamical systems</subfield><subfield code="b">theory and applications</subfield><subfield code="c">Rabi Bhattacharya, Mukul Majumdar</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xv, 463 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Title from publisher's bibliographic system (viewed on 05 Oct 2015)</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions, that have found applications in many contexts is presented in detail. Chapter 6 explains how a random dynamical system may emerge from a class of dynamic programming problems. With examples and exercises, readers are guided from basic theory to the frontier of applied mathematical research</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Random dynamical systems</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Dynamisches System</subfield><subfield code="0">(DE-588)4013396-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Dynamisches System</subfield><subfield code="0">(DE-588)4013396-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Majumdar, Mukul</subfield><subfield code="d">1944-</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-0-521-53272-3</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-0-521-82565-8</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1017/CBO9780511618628</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CBO</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029352455</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511618628</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">BSB_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511618628</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">FHN_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043943484 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:19Z |
| institution | BVB |
| isbn | 9780511618628 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029352455 |
| oclc_num | 967602461 |
| open_access_boolean | |
| owner | DE-12 DE-92 |
| owner_facet | DE-12 DE-92 |
| physical | 1 online resource (xv, 463 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Cambridge University Press |
| record_format | marc |
| spelling | Bhattacharya, R. N. 1937- Verfasser aut Random dynamical systems theory and applications Rabi Bhattacharya, Mukul Majumdar Cambridge Cambridge University Press 2007 1 online resource (xv, 463 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions, that have found applications in many contexts is presented in detail. Chapter 6 explains how a random dynamical system may emerge from a class of dynamic programming problems. With examples and exercises, readers are guided from basic theory to the frontier of applied mathematical research Random dynamical systems Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Dynamisches System (DE-588)4013396-5 gnd rswk-swf Dynamisches System (DE-588)4013396-5 s Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 Majumdar, Mukul 1944- Sonstige oth Erscheint auch als Druckausgabe 978-0-521-53272-3 Erscheint auch als Druckausgabe 978-0-521-82565-8 https://doi.org/10.1017/CBO9780511618628 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bhattacharya, R. N. 1937- Random dynamical systems theory and applications Random dynamical systems Stochastischer Prozess (DE-588)4057630-9 gnd Dynamisches System (DE-588)4013396-5 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4013396-5 |
| title | Random dynamical systems theory and applications |
| title_auth | Random dynamical systems theory and applications |
| title_exact_search | Random dynamical systems theory and applications |
| title_full | Random dynamical systems theory and applications Rabi Bhattacharya, Mukul Majumdar |
| title_fullStr | Random dynamical systems theory and applications Rabi Bhattacharya, Mukul Majumdar |
| title_full_unstemmed | Random dynamical systems theory and applications Rabi Bhattacharya, Mukul Majumdar |
| title_short | Random dynamical systems |
| title_sort | random dynamical systems theory and applications |
| title_sub | theory and applications |
| topic | Random dynamical systems Stochastischer Prozess (DE-588)4057630-9 gnd Dynamisches System (DE-588)4013396-5 gnd |
| topic_facet | Random dynamical systems Stochastischer Prozess Dynamisches System |
| url | https://doi.org/10.1017/CBO9780511618628 |
| work_keys_str_mv | AT bhattacharyarn randomdynamicalsystemstheoryandapplications AT majumdarmukul randomdynamicalsystemstheoryandapplications |