Ergodic Markov Processes and Poisson Equations (Lecture Notes)

Veretennikov, A (2017) Ergodic Markov Processes and Poisson Equations (Lecture Notes). In: Panov, V, (ed.) Springer Proceedings in Mathematics and Statistics. MPSAS 2016: Modern Problems of Stochastic Analysis and Statistics, 29 May - 02 Jun 2016, Moscow, Russia. Springer International Publishing , Cham, Switzerland , pp. 457-511. ISBN 978-3-319-65312-9

Abstract

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Authors/Creators:
  • Veretennikov, A
Copyright, Publisher and Additional Information: © Springer International Publishing AG 2017. This is the peer reviewed version of the following article: Veretennikov A. (2017) Ergodic Markov Processes and Poisson Equations (Lecture Notes). In: Panov V. (eds) Modern Problems of Stochastic Analysis and Statistics. MPSAS 2016. Springer Proceedings in Mathematics & Statistics, vol 208. Springer, Cham, which has been published in final form at https://doi.org/10.1007/978-3-319-65313-6_18. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Markov chains; Ergodic theorem; Limit theorems; Coupling; Discrete poisson equations
Dates:
  • Published: 22 November 2017
  • Accepted: 10 March 2017
  • Published (online): 22 November 2017
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 24 Apr 2017 11:55
Last Modified: 22 Nov 2018 01:38
Status: Published
Publisher: Springer International Publishing
Identification Number: https://doi.org/10.1007/978-3-319-65313-6

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