Random Dynamical Systems: Theory and Applications

Description

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.

Disclaimer:
Contents of this page are indexed from the Internet. All actions are under your responsability. Email us to report illegal contents or external links and we'll remove them immediately.

Please check the description for download links if any or do a search to find alternative books.

Can't Download?
Please search mirrors if you can't find download links for "Random Dynamical Systems: Theory and Applications" in "Description" and someone else may update the links. Check the comments when back to find any updates.

Search Mirrors
Maybe some mirror pages will be helpful, search this book at top of this page or click here to find more info.

1. Ebooks list page : 2072
2. Frontiers in Number Theory, Physics, and Geometry I: On Random Matrices, Zeta Functions and Dynamical Systems
3. Frontiers in Number Theory, Physics, and Geometry I: On Random Matrices, Zeta Functions and Dynamical Systems
4. Monotone Random Systems Theory and Applications
5. Dynamical Systems VIII: Singularity Theory II. Applications
6. Piecewise-smooth Dynamical Systems: Theory and Applications
7. Polynomial and Rational Matrices: Applications in Dynamical Systems Theory
8. Dynamical Systems, Ergodic Theory and Applications (Encyclopaedia of Mathematical Sciences)
9. Dynamical Systems, Ergodic Theory and Applications (Encyclopaedia of Mathematical Sciences)
10. Polynomial and Rational Matrices: Applications in Dynamical Systems Theory (Communications and Control Engineering)
11. [request_ebook] Random Dynamical Systems
12. [request_ebook] Stable and Random Motions in Dynamical Systems
13. Dynamical Systems and Control (Stability and Control: Theory, Methods and Applications, 22)
14. Dynamical Systems V: Bifurcation Theory and Catastrophe Theory (Encyclopaedia of Mathematical Sciences)
15. Dynamical Systems VII: Integrable Systems. Nonholonomic Dynamical Systems (Encyclopaedia of Mathematical Sciences)
16. A First Course In Chaotic Dynamical Systems: Theory And Experiment