
Random dynamical systems : : theory and applications / Rabi Bhattacharya, Mukul Majumdar
Tác giả : Rabi Bhattacharya, Mukul Majumdar
Nhà xuất bản : Cambridge University Press
Năm xuất bản : 2007
Nơi xuất bản : New York
Mô tả vật lý : xv, 463 p. : ill. ; 24 cm
ISBN : 9780521532723
Số phân loại : 515.39
Chủ đề : 1. Hệ động lực ngẫu nhiên. 2. Random dynamical systems.
Thông tin chi tiết
Tóm tắt : | 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 |
Thông tin dữ liệu nguồn
Thư viện | Ký hiệu xếp giá | Dữ liệu nguồn |
---|---|---|
![]() |
|
https://lrcopac.ctu.edu.vn/pages/opac/wpid-detailbib-id-144748.html |