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£70.52

De Gruyter Ergodic Theorems and Related Problems

Name: Ergodic Theorems and Related Problems
Brand: De Gruyter
Price: 70.52 GBP
Availability: InStock

Applied Mathematics

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Description

01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information. In the theory of random processes the term 'ergodicity' has a wide variety of meanings. In the theory of stationary processes ergodicity is often identified with metric transitivity. In the theory of Markov processes, the word ergodic is applied to theorems of both the existence of transition probability limits and on the convergence of mean value ratios of these transition probabilities. In addition, there are also 'ergodic theorems' on the convergence of distributions of shifted random processes. In this monograph, the term 'ergodic' is understood in its original sense, i.e. the one it had when it was first adopted by the theory of random processes from statistical mechanics and Boltzmann's theory of gases. In this book, an ergodic theorem refers to any statement about the existence of a mean value with respect to trajectories of a random process taken with respect to time. The author takes the view that problems of the existence of time means, and their equality to phase means, are interesting without any assumptions about the distribution of the random process.

Product Specifications

Brand: De Gruyter
Format: hardcover
ASIN: 9067642827
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 01 April 1998
Listed Since: 02 February 2007

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De Gruyter Ergodic Theorems and Related Problems

About as cheap as it gets. The only time it was cheaper was 2 months ago.

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