An introduction to the study of the stochastic properties of dynamical systems
This book provides an introduction to the study of the stochastic properties of probability preserving dynamical systems. Only the usual knowledge of the first year of a Master s degree is required. Many reminders are given. The definitions and results are illustrated by examples and corrected exerc...
Tallennettuna:
| Päätekijä: | |
|---|---|
| Aineistotyyppi: | Livre papier |
| Kieli: | Anglais |
| Julkaistu: |
Paris :
Société mathématique de France
2022.
|
| Sarja: | Collection SMF. Cours spécialisés
volume 30 |
| Aiheet: | |
| Huomautus: |
Résumés en anglais et en français |
| Autres localisations: | Voir dans le Sudoc |
Sisällysluettelo:
- P. XIII
- Preamble
- P. XV
- Introduction
- P. XXI
- List of Symbols
- P. 1
- 1.Probability preserving dynamical systems, recurrence, ergodicity, mixing
- P. 33
- 2. Factors, extensions, isomorphisms
- P. 49
- 3. Stationary processes, Markov chains, Transfer operator
- P. 83
- 4. Ergodic theorems, asymptotic variance
- P. 105 ##
- 5. Martingale approximation method
- P. 131
- 6. Quasi-compactness of transfer operators
- P. 169
- 7. The Nagaev-Guivarc h operator perturbation method
- P. 209
- 8. Central Limit Theorem via decorrelation
- P. 243
- Bibliography
- P. 251
- Index