Nonconventional Limit Theorems and Random Dynamics Nonconventional Limit Theorems and Random Dynamics

Nonconventional Limit Theorems and Random Dynamics

    • 39,99 €
    • 39,99 €

Publisher Description

The book is devoted to limit theorems for nonconventional sums and arrays. Asymptotic behavior of such sums were first studied in ergodic theory but recently it turned out that main limit theorems of probability theory, such as central, local and Poisson limit theorems can also be obtained for such expressions. In order to obtain sufficiently general local limit theorem, we develop also thermodynamic formalism type results for random complex operators, which is one of the novelties of the book.
Contents: Nonconventional Limit Theorems:Stein's Method for Nonconventional SumsLocal Limit TheoremNonconventional ArraysRandom TransformationsThermodynamic Formalism for Random Complex Operators:Ruelle–Perron–Frobenius Theorem via Cone ContractionsApplication to Random Locally Expanding Covering MapsPressure, Asymptotic Variance and Complex Gibbs MeasuresApplication to Random Complex Integral OperatorsFiberwise Limit Theorems
Readership: Advanced graduate students and researchers in probability theory and stochastic processes and dynamical systems and ergodic theory.
Keywords:Limit Theorems;Nonconventional Sums;Nonconventional Arrays;Stochastic Processes;Dynamical Systems;Stein's Method;Martingale Approximation;Thermodynamic Formalism;Strong Law of Large Numbers;Central;Local and Poisson Limit TheoremsReview:Key Features:The results in the book are new and never appeared before, Prof. Yuri Kifer is a well-known researcher in probability and dynamical systems, he published several books and more than 130 papers and he initiated the research on nonconventional limit theorems in the last decade

GENRE
Science & Nature
RELEASED
2018
5 April
LANGUAGE
EN
English
LENGTH
300
Pages
PUBLISHER
World Scientific Publishing Company
SIZE
40.6
MB