Eigenvalues, Inequalities, and Ergodic Theory by Mu-Fa Chen
A problem of broad interest - the estimation of the spectral gap for matrices or differential operators (Markov chains or diffusions) - is covered in this book.-
Probability Models for DNA Sequence Evolution
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An Introduction to Stochastic Integration
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Invariant Probabilities of Transition Functions
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Associated Sequences, Demimartingales and Nonparametric Inference
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Continuous-Time Markov Jump Linear Systems
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Quasi-Stationary Distributions
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Normal Approximation by Stein's Method
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Stochastic Partial Differential Equations
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Self-Normalized Processes
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Laws of Chaos
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Stochastic Differential Equations in Infinite Dimensions
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Invariant Random Fields on Spaces with a Group Action
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Noise-Induced Phenomena in Slow-Fast Dynamical Systems
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Schrodinger Diffusion Processes
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Probability Measures on Semigroups
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Stochastic Control in Insurance
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Measure-Valued Branching Markov Processes
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Stochastic Processes
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The Doctrine of Chances
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An Introduction to the Theory of Point Processes
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Theory of Random Sets
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Feynman-Kac Formulae
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Mass Transportation Problems
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Stochastic Calculus for Fractional Brownian Motion and Applications
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Renewal Theory for Perturbed Random Walks and Similar Processes
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Discrete-Time Markov Jump Linear Systems
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Basics of Applied Stochastic Processes
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Limit Theorems for Randomly Stopped Stochastic Processes
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Point Process Theory and Applications
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Excursions of Markov Processes
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Decoupling
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The Malliavin Calculus and Related Topics
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Discrete-Time Semi-Markov Random Evolutions and Their Applications
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Stochastic Neutron Transport
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Diffusions and Elliptic Operators
From the reviews of the first edition:
"The estimation of the spectral gap for matrices or differential operators (Markov chain or diffusions) – is covered in this book, and the book surveys, in popular way, the main progress made in the field… Each chapter starts with a summary, and ideas are introduced through simple examples rather than technical proofs, which is one of the advantages of the book … . The book may be useful for researchers, graduates and postgraduates in probability theory, Markov processes, mathematical physics and spectrum theory." (Anatoliy Swishchuk, Zentralblatt MATH, Vol. 1079, 2006)
"The main topics of this book, as indicated in the title, are eigenvalues, inequalities, and ergodic theory. … Chen is an experienced researcher who has won prizes in China and spoken at the International Congress of Math, and he is an extensive writer of lecture notes. … The math is clearly explained and the book is pleasant to read. … it deserves a place on your bookshelf." (Rick Durrett, SIAM Review, Vol. 48 (1), 2006)
Mu-Fa Chen is Professor of Mathematics at Beijing Normal University, in the People's Republic of China, and Member of the Chinese Academy of Sciences. In 1999 he received a Prize for Progress on Sciences and Technology from the Ministry of Education and a National Prize on Natural Sciences from the Ministry of Science and Technology in the People's Republic of China.
| SKU | Unavailable |
| ISBN 13 | 9781852338688 |
| ISBN 10 | 1852338687 |
| Title | Eigenvalues, Inequalities, and Ergodic Theory |
| Author | Mu-Fa Chen |
| Series | Probability And Its Applications |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer London Ltd |
| Year published | 2005-01-10 |
| Number of pages | 228 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |