ENGLISH

Eigenvalues inequalities and ergodic theory

Book information

Publisher
Springer
Year
2004
ISBN
9781852338688, 1852338687
Open Library ID
OL8974447M
Language
english
Format
PDF
Filesize
1 MB (1303086 bytes)
Series
Probability and its Applications
Edition
1
Pages
239\239
Topic
Physics
Library
Springer
Time added
2009-08-06 07:02:15

Description

A problem of broad interest - the estimation of the spectral gap for matrices or differential operators (Markov chains or diffusions) - is covered in this book. In particular, it studies a subset of the general problem, taking some approaches that have, up till now, only appeared largely in the Chinese literature. Eigenvalues, Inequalities and Ergodic Theory serves as an introduction to this developing field, and provides an overview of the methods used in an accessible and concise manner. Each chapter starts with a summary and, in order to appeal to non-specialists, ideas are introduced through simple examples rather than technical proofs. In the latter chapters readers are introduced to problems and application areas, including stochastic models of economy. Intended for researchers, graduates and postgraduates in probability theory, Markov processes, mathematical physics and spectrum theory, this book will be a welcome introduction to a growing area of research.

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