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portada Random Dynamical Systems: Theory and Applications
Type
Physical Book
Author
Publisher
Year
2006
Language
English
Pages
480
Format
Hardcover
Dimensions
23.6 x 16.0 x 2.9 cm
Weight
0.75 kg.
ISBN
0521825652
ISBN13
9780521825658
Categories

Random Dynamical Systems: Theory and Applications

Rabi Bhattacharya (Author) · Mukul Majumdar (Author) · Cambridge University Press · Hardcover

Random Dynamical Systems: Theory and Applications - Bhattacharya, Rabi ; Majumdar, Mukul

New Book Imported to Taiwan
Delivery: 17 Sep - 29 Sep Shipping: 11 to 14 business days.
NT$ 3,914
NT$ 3,914

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Synopsis "Random Dynamical Systems: Theory and Applications"

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.

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