Local limit theorems for inhomogeneous Markov chains:
This book extends the local central limit theorem to inhomogeneous 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. It develops a new general theory of local l...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cham, Switzerland
Springer
2023
|
| Schriftenreihe: | Lecture notes in mathematics
Volume 2331 |
| Schlagworte: | |
| Zusammenfassung: | This book extends the local central limit theorem to inhomogeneous 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. It 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 numerous examples, a comprehensive review of the literature, 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, random walks in random environments, random dynamical systems and non-stationary systems |
| Beschreibung: | Includes bibliographical references (pages 327-335) and index |
| Beschreibung: | xiii, 340 Seiten Diagramme 24 cm |
| ISBN: | 3031326008 9783031326004 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV049331820 | ||
| 003 | DE-604 | ||
| 005 | 20230926 | ||
| 007 | t | ||
| 008 | 230919s2023 sz |||| |||| 00||| eng d | ||
| 020 | |a 3031326008 |9 3-031-32600-8 | ||
| 020 | |a 9783031326004 |9 978-3-031-32600-4 | ||
| 035 | |a (OCoLC)1394854122 | ||
| 035 | |a (DE-599)KXP1856794008 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 044 | |a sz |c XA-CH | ||
| 049 | |a DE-188 |a DE-83 | ||
| 084 | |a SI 850 |0 (DE-625)143199: |2 rvk | ||
| 084 | |a 60F17 |2 msc | ||
| 084 | |a 31.70 |2 bkl | ||
| 084 | |a 60F05 |2 msc | ||
| 084 | |a 60J10 |2 msc | ||
| 084 | |a 60F15 |2 msc | ||
| 100 | 1 | |a Dolgopyat, Dmitry |d 1972- |0 (DE-588)137737734 |4 aut | |
| 245 | 1 | 0 | |a Local limit theorems for inhomogeneous Markov chains |c Dmitry Dolgopyat ; Omri M. Sarig |
| 264 | 1 | |a Cham, Switzerland |b Springer |c 2023 | |
| 300 | |a xiii, 340 Seiten |b Diagramme |c 24 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in mathematics |v Volume 2331 | |
| 500 | |a Includes bibliographical references (pages 327-335) and index | ||
| 520 | 3 | |a This book extends the local central limit theorem to inhomogeneous 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. It 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 numerous examples, a comprehensive review of the literature, 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, random walks in random environments, random dynamical systems and non-stationary systems | |
| 653 | 0 | |a Limit theorems (Probability theory) | |
| 653 | 0 | |a Markov processes | |
| 700 | 1 | |a Sarig, Omri M. |0 (DE-588)1302828460 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-3-031-32601-1 |w (DE-604)BV049082881 |
| 830 | 0 | |a Lecture notes in mathematics |v Volume 2331 |w (DE-604)BV000676446 |9 2331 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-034592553 | ||
Datensatz im Suchindex
| _version_ | 1804185848470568960 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Dolgopyat, Dmitry 1972- Sarig, Omri M. |
| author_GND | (DE-588)137737734 (DE-588)1302828460 |
| author_facet | Dolgopyat, Dmitry 1972- Sarig, Omri M. |
| author_role | aut aut |
| author_sort | Dolgopyat, Dmitry 1972- |
| author_variant | d d dd o m s om oms |
| building | Verbundindex |
| bvnumber | BV049331820 |
| classification_rvk | SI 850 |
| ctrlnum | (OCoLC)1394854122 (DE-599)KXP1856794008 |
| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02659nam a2200445 cb4500</leader><controlfield tag="001">BV049331820</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230926 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">230919s2023 sz |||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3031326008</subfield><subfield code="9">3-031-32600-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783031326004</subfield><subfield code="9">978-3-031-32600-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1394854122</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)KXP1856794008</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="044" ind1=" " ind2=" "><subfield code="a">sz</subfield><subfield code="c">XA-CH</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-188</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SI 850</subfield><subfield code="0">(DE-625)143199:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60F17</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">31.70</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60F05</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60J10</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60F15</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Dolgopyat, Dmitry</subfield><subfield code="d">1972-</subfield><subfield code="0">(DE-588)137737734</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Local limit theorems for inhomogeneous Markov chains</subfield><subfield code="c">Dmitry Dolgopyat ; Omri M. Sarig</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cham, Switzerland</subfield><subfield code="b">Springer</subfield><subfield code="c">2023</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xiii, 340 Seiten</subfield><subfield code="b">Diagramme</subfield><subfield code="c">24 cm</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">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Lecture notes in mathematics</subfield><subfield code="v">Volume 2331</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (pages 327-335) and index</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">This book extends the local central limit theorem to inhomogeneous 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. It 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 numerous examples, a comprehensive review of the literature, 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, random walks in random environments, random dynamical systems and non-stationary systems</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Limit theorems (Probability theory)</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Markov processes</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Sarig, Omri M.</subfield><subfield code="0">(DE-588)1302828460</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-3-031-32601-1</subfield><subfield code="w">(DE-604)BV049082881</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Lecture notes in mathematics</subfield><subfield code="v">Volume 2331</subfield><subfield code="w">(DE-604)BV000676446</subfield><subfield code="9">2331</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-034592553</subfield></datafield></record></collection> |
| id | DE-604.BV049331820 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T22:45:27Z |
| indexdate | 2024-07-10T10:01:45Z |
| institution | BVB |
| isbn | 3031326008 9783031326004 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-034592553 |
| oclc_num | 1394854122 |
| open_access_boolean | |
| owner | DE-188 DE-83 |
| owner_facet | DE-188 DE-83 |
| physical | xiii, 340 Seiten Diagramme 24 cm |
| publishDate | 2023 |
| publishDateSearch | 2023 |
| publishDateSort | 2023 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spelling | Dolgopyat, Dmitry 1972- (DE-588)137737734 aut Local limit theorems for inhomogeneous Markov chains Dmitry Dolgopyat ; Omri M. Sarig Cham, Switzerland Springer 2023 xiii, 340 Seiten Diagramme 24 cm txt rdacontent n rdamedia nc rdacarrier Lecture notes in mathematics Volume 2331 Includes bibliographical references (pages 327-335) and index This book extends the local central limit theorem to inhomogeneous 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. It 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 numerous examples, a comprehensive review of the literature, 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, random walks in random environments, random dynamical systems and non-stationary systems Limit theorems (Probability theory) Markov processes Sarig, Omri M. (DE-588)1302828460 aut Erscheint auch als Online-Ausgabe 978-3-031-32601-1 (DE-604)BV049082881 Lecture notes in mathematics Volume 2331 (DE-604)BV000676446 2331 |
| spellingShingle | Dolgopyat, Dmitry 1972- Sarig, Omri M. Local limit theorems for inhomogeneous Markov chains Lecture notes in mathematics |
| title | Local limit theorems for inhomogeneous Markov chains |
| title_auth | Local limit theorems for inhomogeneous Markov chains |
| title_exact_search | Local limit theorems for inhomogeneous Markov chains |
| title_exact_search_txtP | Local limit theorems for inhomogeneous Markov chains |
| title_full | Local limit theorems for inhomogeneous Markov chains Dmitry Dolgopyat ; Omri M. Sarig |
| title_fullStr | Local limit theorems for inhomogeneous Markov chains Dmitry Dolgopyat ; Omri M. Sarig |
| title_full_unstemmed | Local limit theorems for inhomogeneous Markov chains Dmitry Dolgopyat ; Omri M. Sarig |
| title_short | Local limit theorems for inhomogeneous Markov chains |
| title_sort | local limit theorems for inhomogeneous markov chains |
| volume_link | (DE-604)BV000676446 |
| work_keys_str_mv | AT dolgopyatdmitry locallimittheoremsforinhomogeneousmarkovchains AT sarigomrim locallimittheoremsforinhomogeneousmarkovchains |