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Author Bhattacharya, R. N. (Rabindra Nath), 1937-

Title Random dynamical systems : theory and applications / Rabi Bhattacharya, Mukul Majumdar
Published Cambridge ; New York : Cambridge University Press, 2007
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Description 1 online resource (xv, 463 pages) : illustrations
Summary 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
Bibliography Includes bibliographical references (pages 435-451) and indexes
Notes Print version record
Subject Random dynamical systems.
Form Electronic book
Author Majumdar, Mukul, 1944-
ISBN 0511273533
051127436X (electronic bk.)
0511275064 (electronic bk.)
051161862X (electronic book)
0521532728 (paper)
0521825652 (cloth)
6610815887
9780511273537
9780511274367 (electronic bk.)
9780511275067 (electronic bk.)
9780511618628 (electronic book)
9780521532723 (paper)
9780521825658 (cloth)
9786610815883