Markov Processes, Gaussian Processes, and Local Times

Name: Markov Processes, Gaussian Processes, and Local Times
Brand: Cambridge University Press
SKU: 9781107403758
Price: 104.36 EUR
Availability: InStock

Автор: Michael B. MarcusJay Rosen

Език:

Корици: С меки корици

Издател: Cambridge University Press

Наличност: Външен склад

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104.36 € 204.10 лв

This book was first published in 2006. Written by two of the foremost researchers in the field, this...

Информация за книгата

Автор

Michael B. MarcusJay Rosen

Език

Английски език

Корици

Книга - С меки корици

Издадена

2011

страници

632

EAN

9781107403758

ISBN

1107403758

Enbook ID

02051349

Издател

Cambridge University Press

Теглоt

950

Размери

231 x 157 x 42

Пълно описание

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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Markov Processes, Gaussian Processes, and Local Times

Информация за книгата

Пълно описание

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