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

Von:

Pène, Françoise [VerfasserIn]

Resource type: Ressourcentyp: BuchBuchSprache: Englisch Sprache der Zusammenfassung: Französisch Reihen: Société Mathématique de France. Collection SMF / Cours spécialisés ; 30Verlag: Paris : Société Mathématique de France, 2022Beschreibung: xxii, 249 Seiten : Illustrationen ; 25 cmISBN:

2856299679
9782856299678

Weitere Titel:

Umschlagtitel: Stochastic properties of dynamical systems

Schlagwörter:

DDC-Klassifikation:

519.23 23

MSC: MSC: 37-00LOC-Klassifikation:

QA274

Zusammenfassung: 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

Exemplare ( 1 )
Titelinformationen ( 1 )

Exemplare
Medientyp	Heimatbibliothek	Standort	Signatur	Status	Barcode
Freihandbestand ausleihbar	Fachbibliothek Mathematik	Bibliothek / frei aufgestellt	Stoch. / Pen	Verfügbar	36562881090

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In English; abstract in English and French