Hardcover ISBN: | 978-2-85629-967-8 |
Product Code: | COSP/30 |
List Price: | $81.00 |
AMS Member Price: | $64.80 |
Hardcover ISBN: | 978-2-85629-967-8 |
Product Code: | COSP/30 |
List Price: | $81.00 |
AMS Member Price: | $64.80 |
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Book DetailsCours SpécialisésVolume: 30; 2023; 276 ppMSC: Primary 37; 60; 47
This book provides an introduction to the study of the stochastic properties of probability preserving dynamical systems. The material is suitable for master's students who have completed their first year. The definitions and results are illustrated by examples and corrected exercises. The book presents the notions of Poincaré's recurrence, of ergodicity, of mixing and also sheds light on 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 estimates.
A publication of the Société Mathématique de France, Marseilles (SMF), distributed by the AMS in the U.S., Canada, and Mexico. Orders from other countries should be sent to the SMF. Members of the SMF receive a 30% discount from list.
ReadershipGraduate students and researchers.
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This book provides an introduction to the study of the stochastic properties of probability preserving dynamical systems. The material is suitable for master's students who have completed their first year. The definitions and results are illustrated by examples and corrected exercises. The book presents the notions of Poincaré's recurrence, of ergodicity, of mixing and also sheds light on 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 estimates.
A publication of the Société Mathématique de France, Marseilles (SMF), distributed by the AMS in the U.S., Canada, and Mexico. Orders from other countries should be sent to the SMF. Members of the SMF receive a 30% discount from list.
Graduate students and researchers.