Invariant probabilities of Markov-Feller Operators and their supports

Radu Zaharopol - Collection Frontiers in Mathematics

108 pages, parution le 18/02/2005

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Résumé

In this book invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes are discussed. These Feller processes appear in the study of iterated function systems with probabilities, convolution operators, certain time series, etc. Rather than dealing with the processes, the transition probabilities and the operators associated with these processes are studied.

Main features:

an ergodic decomposition which is a "reference system" for dealing with ergodic measures
"formulas" for the supports of invariant probability measures, some of which can be used to obtain algorithms for the graphical display of these supports
helps to gain a better understanding of the structure of Markov-Feller operators, and, implicitly, of the discrete-time homogeneous Feller processes
special efforts to attract newcomers to the theory of Markov processes in general, and to the topics covered in particular
most of the results are new and deal with topics of intense research interest

Sommaire

Preliminaries on Markov-Feller Operators
- Markov-Feller Pairs and Transition Probabilities
- Invariant Probabilities
- Special Topics
The Krylov-Boeolioubov-Beboutoff-Yosida Decomposition
- A Weak KBBY Decomposition
- Supports of Elementary Invariant and Ergodic Measures
- Minimal Markov-Feller Pairs
Unique Ergodicity
- Supports of Invariant Probabilities
- Generic Points and Unique Ergodicity
- Generic Points and Ergodic Measures
Equicontinuity
- Unique Ergodicity and Equicontinuity
- A Diagonalization Procedure
- Mean Ergodic Theorems

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Birkhäuser
Auteur(s)	Radu Zaharopol
Collection	Frontiers in Mathematics
Parution	18/02/2005
Nb. de pages	108
Format	17 x 24
Couverture	Broché
Poids	374g
Intérieur	Noir et Blanc
EAN13	9783764371340