Random dynamical systems :

Random dynamical systems : theory and applications

This book provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, es...

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Detalles Bibliográficos
Autor Principal: Bhattacharya, R. N.
Formato: Libro
Idioma:Undetermined
Publicado: New York Cambridge University Press 2007
Những chủ đề:
Random dynamical systems,Hệ động lực ngẫu nhiên
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020 |c 51.1 
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082 |b B575 
100 |a Bhattacharya, R. N. 
245 0 |a Random dynamical systems : 
245 0 |b theory and applications 
245 0 |c Rabi Bhattacharya, Mukul Majumdar 
260 |a New York 
260 |b Cambridge University Press 
260 |c 2007 
520 |a This book provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions, that have found applications in many contexts is presented in detail. Chapter 6 explains how a random dynamical system may emerge from a class of dynamic programming problem 
650 |a Random dynamical systems,Hệ động lực ngẫu nhiên 
910 |a Huỳnh Mai 
980 |a Trung tâm Học liệu Trường Đại học Cần Thơ 

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