Invariant Probabilities of Markov-Feller Operators and Their Supports / Frontiers in Mathematics (PDF)
This book covers invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes. These Feller processes appear in the study of iterated function systems with probabilities, convolution operators, and...
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This book covers invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes. These Feller processes appear in the study of iterated function systems with probabilities, convolution operators, and certain time series.
From the reviews:
"A very useful reference for researchers wishing to enter the area of stationary Markov processes both from a probabilistic and a dynamical point of view." --MONATSHEFTE FÜR MATHEMATIK
- Autor: Radu Zaharopol
- 2005, 2005, 113 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 376437344X
- ISBN-13: 9783764373443
- Erscheinungsdatum: 02.02.2005
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- Dateiformat: PDF
- Grösse: 9.06 MB
- Ohne Kopierschutz
- Vorlesefunktion
From the reviews:
This short monograph is a very useful reference for researchers wishing to enter the area of stationary Markov processes both from a probabilistic and a dynamical point of view and opens the way to an interesting and active research area.
Monatshefte für Mathematik
All proofs are detailed, many illuminating examples are included, and familiarity with only basics of measure theory, general topology of metric spaces and functional analysis is sufficient to follow the exposition. Therefore, potential readers of this monograph are not only those looking for information about supports of invariant measures, but everybody interested in Markov operators who may find the author's approach inspiring in many respects.
Applications od Mathematics
“The book is essentially self-contained and very well written, in a reader-friendly style. The work is addressed to researchers interested in Markov-Feller operators and related topics, but it should also be useful to people in several fields, for instance, Markov processes, ergodic theory, and dynamical systems, to name a few.”(MATHEMATICAL REVIEWS)
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