Random dynamical systems :theory and...
Bhattacharya, R. N. (1937-)

 

  • Random dynamical systems :theory and applications /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 515/.39
    書名/作者: Random dynamical systems : : theory and applications // Rabi Bhattacharya, Mukul Majumdar.
    作者: Bhattacharya, R. N.
    其他作者: Majumdar, Mukul,
    面頁冊數: 1 online resource (xv, 463 pages) : : digital, PDF file(s).
    附註: Title from publisher's bibliographic system (viewed on 05 Oct 2015).
    標題: Random dynamical systems.
    ISBN: 9780511618628 (ebook)
    摘要、提要註: This treatment 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 problems. With examples and exercises, readers are guided from basic theory to the frontier of applied mathematical research.
    電子資源: http://dx.doi.org/10.1017/CBO9780511618628
評論
Export
取書館別
 
 
變更密碼
登入