Markov Processes, Gaussian Processes, and Local Times - Couverture rigide

Livre 33 sur 140: Cambridge Studies in Advanced Mathematics

Marcus, Michael B.; Rosen, Jay

 
9780521863001: Markov Processes, Gaussian Processes, and Local Times
Couverture rigide
ISBN 10 : 0521863007 ISBN 13 : 9780521863001
Editeur : Cambridge University Press, 2006

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Michael B. Marcus is Professor of Mathematics at City College and The CUNY Graduate Center. A leading expert on stochastic processes, he has published over one hundred research papers and delivered over 200 invited lectures. He is a Fellow of the Institute of Mathematical Statistics. Jay Rosen is Professor of Mathematics at The Graduate Center and the College of Staten Island, City University of New York. A leading expert on stochastic processes, he has published over eighty research papers. He is a Fellow of the Institute of Mathematical Statistics.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2006
Langue
anglais
ISBN 10 
0521863007
ISBN 13 
9780521863001
Reliure
Relié
Numéro d'édition
1
Nombre de pages
632
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9781107403758: Markov Processes, Gaussian Processes, and Local Times

Edition présentée

ISBN 10 :  1107403758 ISBN 13 :  9781107403758
Editeur : Cambridge University Press, 2011
Couverture souple