000 02097nam a22003378i 4500
001 CR9780511618628
003 UkCbUP
005 20200124160255.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 090915s2007||||enk o ||1 0|eng|d
020 _a9780511618628 (ebook)
020 _z9780521825658 (hardback)
020 _z9780521532723 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA614.835
_b.B53 2007
082 0 0 _a515/.39
_222
100 1 _aBhattacharya, R. N.
_q(Rabindra Nath),
_d1937-
_eauthor.
245 1 0 _aRandom dynamical systems :
_btheory and applications /
_cRabi Bhattacharya, Mukul Majumdar.
264 1 _aCambridge :
_bCambridge University Press,
_c2007.
300 _a1 online resource (xv, 463 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520 _aThis 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.
650 0 _aRandom dynamical systems.
700 1 _aMajumdar, Mukul,
_d1944-
_eauthor.
776 0 8 _iPrint version:
_z9780521825658
856 4 0 _uhttps://doi.org/10.1017/CBO9780511618628
999 _c519890
_d519888