Markov chains on metric spaces. A short course
The Markov chains play a fundamental role in probability theory and its many applications already for more than a century. Available today is a beautiful mathematical theory, and the present book is one evidence more. The book is based on the experience of the authors of teaching graduate university courses. Not less important is their active research and publications in Markov processes and models. Let us list the names of the chapters and in brackets just the name of one section: 1. Markov chains (Markov and strong Markov property). 2. Countable Markov chains (Recurrence and Lyapunov functions). 3. Random dynamical systems (representation of Markov chains by RDS). 4. Invariant and ergodic probability measures (classical results from ergodic theory: Poincaré, Birkhoff, and ergodic decomposition). 5. Irreducibility (the asymptotic strong Feller property). 6. Petite sets and Doeblin points (piecewise deterministic Markov processes). 7. Harris and positive recurrence (recurrence criteria and Lyapunov functions). 8. Harris ergodic theorem (convergence in Wasserstein distance). Appendix: Monotone class and martingales. Bibliography, List of symbols, Index. The book is written in a rigorous style. Any new notion is defined and its properties described in statements, propositions and theorems, followed by compact proofs. There is a large number of very useful exercises, in some cases with short hints. In order to be successful the reader needs a strong mathematical background. As a level, the material in this book is suitable for master programs at good universities. Solving the exercises would take serious efforts, however this will guarantee a great knowledge in Markov chains in metric spaces and their ergodicity. Many university teachers giving courses in Markov chains, random dynamics or ergodic theory, may find useful to combine their own favourite sources with this new and challenging book. In all cases the book can be strongly recommended for further study in this area.
- Introduction to ergodic rates for Markov chains and processes. With applications to limit theorems
- scientific article; zbMATH DE number 3858118 (Why is no real title available?)
- General Irreducible Markov Chains and Non-Negative Operators
- Forbidden transitions in Markovian systems
- scientific article; zbMATH DE number 1843501 (Why is no real title available?)
- Markov models: stabilization and limit theorems
- Cyclic markov set-chains
- On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains
- Stationary measures for integrable polymers on a strip
- Brownian motion with partial resetting conditioned to stay positive
- Threshold dynamics of a two-patch SIS epidemic model with stochastic population movement
- Random source iteration method: mitigating the ray effect in the discrete ordinates method
- Ergodicity of inhomogeneous Markov processes under general criteria
- Characterizing dynamical stability of stochastic gradient descent in overparameterized learning
- Regularity of invariant densities for random switching between two linear ODEs in \(\mathbb{R}^{d \ast}\)
- Long-time analysis of a pair of on-lattice and continuous run-and-tumble particles with jamming interactions
- Random attractors on countable state spaces
- Regularity of the stationary density for systems with fast random switching
- On invariant distributions of Feller Markov chains with applications to dynamical systems with random switching
- A note on the top Lyapunov exponent of linear cooperative systems
- Long time behavior of a degenerate stochastic system modeling the response of a population to its environmental perception
- Wright-Fisher kernels: from linear to non-linear dynamics, ergodicity and McKean-Vlasov scaling limits
- Quantum metric Choquet simplices
- The asymptotic behavior of fraudulent algorithms
- On a population model with memory
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