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An introduction to the study of the stochastic properties of dynamical systems / Françoise Pène

By: Resource type: Ressourcentyp: BuchBookLanguage: English Summary language: French Series: Société Mathématique de France. Collection SMF / Cours spécialisés ; 30Publisher: Paris : Société Mathématique de France, 2022Description: xxii, 249 Seiten : Illustrationen ; 25 cmISBN:
  • 2856299679
  • 9782856299678
Other title:
  • Umschlagtitel: Stochastic properties of dynamical systems
Subject(s): DDC classification:
  • 519.23 23
MSC: MSC: 37-00LOC classification:
  • QA274
Summary: 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 exercises. The book presents the notions of Poincaré's recurrence, of ergodicity, of mixing. It enlights also existing links between dynamical systems and Markov chains. The final objective of this book is to present three methods for establishing central limit theorems in the context of chaotic dynamical systems: a first method based on martingale approximations, a second method based on perturbation of quasi-compact linear operators and a third method based on decorrelation estimatesPPN: PPN: 1847029337
Holdings
Item type Home library Shelving location Call number Status Barcode
Freihandbestand ausleihbar Fachbibliothek Mathematik Bibliothek / frei aufgestellt Stoch. / Pen Available 36562881090
Total holds: 0

In English; abstract in English and French

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