Local Limit Theorems for Inhomogeneous Markov Chains by Dolgopyat, Dmitry

Local Limit Theorems for Inhomogeneous Markov Chains (Paperback) (ISBN-13: 9783031326004)

Vendor: Dmitry Dolgopyat
Product type: Books
Format: Paperback
$69.99
$69.99
$69.99
Subtotal: $69.99
Local Limit Theorems for Inhomogeneous Markov Chains by Dolgopyat, Dmitry

Local Limit Theorems for Inhomogeneous Markov Chains

$69.99
Local Limit Theorems for Inhomogeneous Markov Chains by Dolgopyat, Dmitry

Local Limit Theorems for Inhomogeneous Markov Chains

$69.99
Format: Paperback
Description
Description
x
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.

Author: Dmitry Dolgopyat, Omri M. Sarig
ISBN-10: 3031326008
ISBN-13: 9783031326004
Publisher: Springer
Language: English
Published: 08/01/2023
Pages: 342
Format: Paperback
Weight: 1.10lbs
Size: 9.21h x 6.14w x 0.74d
By Dmitry Dolgopyat
By Dmitry Dolgopyat
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​Dmitry Dolgopyat is a Distiguished Professor at the University of Maryland, and a member of the advisory board of the Brin Mathematics Research Center. He obtained his doctorate from Princeton University, and has held positions at the University of California at Berkeley, and at the Pennsylvania State University.

Omri Sarig is the Theodore R. and Edlyn Racoosin Professor of Mathematics at the Weizmann Institute of Science. He obtained his doctorate from Tel-Aviv University, and has held positions at the University of Warwick and the Pennsylvania State University.

​Dmitry Dolgopyat and Omri Sarig work at the intersection of ergodic theory, probability theory, and the theory of dynamical systems. They have an ongoing collaboration aimed at studying probabilistic limit theorems for dynamical systems.

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