Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness

by Hubert Hennion, Loic Herve

2001 145 pages eng

This book shows how techniques from the perturbation theory of operators, applied to a quasi-compact positive kernel, may be used to obtain limit theorems for Markov chains or to describe stochastic properties of dynamical systems. A general framework for this method is given and then applied to tre…