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Random dynamical systems : = theory and applications /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Random dynamical systems :/ Rabi Bhattacharya, Mukul Majumdar.
Reminder of title:	theory and applications /
Author:	Bhattacharya, R. N.
other author:	Majumdar, Mukul,
Description:	1 online resource (xv, 463 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Subject:	Random dynamical systems. -
Online resource:	https://doi.org/10.1017/CBO9780511618628
ISBN:	9780511618628 (ebook)

Random dynamical systems : = theory and applications /
Bhattacharya, R. N.1937-

Random dynamical systems :theory and applications /Rabi Bhattacharya, Mukul Majumdar. - 1 online resource (xv, 463 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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.

ISBN: 9780511618628 (ebook)Subjects--Topical Terms:

684861
Random dynamical systems.

LC Class. No.: QA614.835 / .B53 2007

Dewey Class. No.: 515/.39

Random dynamical systems : = theory and applications /
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500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
520 $a 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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