Könyv Markov Processes, Gaussian Processes, and Local Times Michael B. MarcusJay Rosen

Markov Processes, Gaussian Processes, and Local Times

Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 14-21 napon belül
48 871 Ft
This book was first published in 2006. Written by two of the foremost researchers in the field, this...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2006
oldal
632
EAN
9780521863001
ISBN
0521863007
Enbook ID
02047801
Súly
964
Méretek
162 x 230 x 40

Teljes leírás

This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students.

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