Random Dynamical Systems Paperback: Theory and Applications

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9780521532723: Random Dynamical Systems Paperback: Theory and Applications
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Covers a range of topics related to the relatively recent literature on the theory and applications of dynamical systems subject to random shocks. It can serve as the basic text for courses on dynamic economics or stochastic processes, and is a valuable tool for further exploration.

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'This reviewer has all the arguments to recommend the book strongly not only to institutional libraries but also to anybody who is studying, teaching or using stochastic models. With its contents and style of presentation this attractive book will be very useful to postgraduate students in several areas, among them mathematics, statistics or probability, economics, biology or engineering.' Journal of the Royal Statistical Society

Biografía del autor:

Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. He has also taught at the University of California at Berkeley and Indiana University. Professor Bhattacharya has held visiting research professorships at the University of Goetttingen, the University of Bielefeld, and the Indian Statistical Institute. He is a recipient of a Guggenheim Fellowship and an Alexander Von Humboldt Forschungspreis. He is a Fellow of the Institute of Mathematical Statistics and has served on the editorial boards of a number of international journals, including the Annals of Probability, Annals of Applied Probability, Journal of Multivariate Analysis, and Statistica Sinica. He has co-authored Normal Approximations and Asymptotic Expansions (with R. Ranga Rao), Stochastic Processes with Applications (with E. C. Waymire), and Asymptotic Statistics (with M. Denker).

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