Dependence with Complete Connections and its Applications

The book will appeal to mathematicians working in probability theory, ergodic theory and number theory

Marius Iosifescu (Author), Serban Grigorescu (Author)

9780521101806, Cambridge University Press

Paperback / softback, published 15 January 2009

320 pages
22.9 x 15.2 x 1.8 cm, 0.47 kg

Dependence with complete connections is a more general type of stochastic process than the well-known Markovian dependence, accounting for a complete history of a stochastic evolution. This book is an authoritative survey of knowledge of the subject, dealing with the basic theoretical understanding and also with applications. These arise in a variety of situations as diverse as stochastic models of learning, branching processes in random environments, continued fractions and dynamical systems. Thus the book will appeal to mathematicians working in probability theory, ergodic theory and number theory, as well as applied mathematicians, engineers, biologists and social scientists interested in applications of stochastic methods.

Preface
Introduction
1. Fundamental notions
2. Ergodicity
3. The associated Markov chain
4. Asymptotic behaviour
5. Some special systems
Appendices
Notes and comments
Reference
Index.

Subject Areas: Probability & statistics [PBT], Social research & statistics [JHBC]