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An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ∈ S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S \ {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) on S \ {a} (called the jumping-in measure and a non-negative number m
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Poisson Point Processes and Their Application to Markov Processes (SpringerBriefs in Probability and Mathematical Statistics)
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Poisson Point Processes and Their Application to Markov Processes
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Springer Nature Singapore, 2016
ISBN 10 : 9811002711
ISBN 13 : 9789811002717
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Gives a beautiful elementary treatment of general Poisson point processes in Chapter 1, especially recommended for beginnersShows how the notion of Poisson point processes with values in a function space of paths called excur. N° de réf. du vendeur 102324963
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Poisson Point Processes and Their Application to Markov Processes (SpringerBriefs in Probability and Mathematical Statistics)
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Poisson Point Processes and Their Application to Markov Processes
Edité par
Springer Nature Singapore Feb 2016, 2016
ISBN 10 : 9811002711
ISBN 13 : 9789811002717
Neuf
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) on S {a} (called the jumping-in measure and a non-negative number m< (called the stagnancy rate). The necessary and sufficient conditions for a pair k, m was obtained so that the correspondence is precisely described. For this, Itô used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S {a}. This theory of Itô's of Poisson point processes of excursions is indeed a breakthrough. It has been expanded and applied to more general extension problems by many succeeding researchers. Thus we may say that this lecture note by Itô is really a memorial work in the extension problems of Markov processes. Especially in Chapter 1 of this note, a general theory of Poisson point processes is given that reminds us of Itô's beautiful and impressive lectures in his day. 56 pp. Englisch. N° de réf. du vendeur 9789811002717
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Poisson Point Processes and Their Application to Markov Processes
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Poisson Point Processes and Their Application to Markov Processes (SpringerBriefs in Probability and Mathematical Statistics)
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Poisson Point Processes and Their Application to Markov Processes
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Springer Nature Singapore, Springer Nature Singapore Feb 2016, 2016
ISBN 10 : 9811002711
ISBN 13 : 9789811002717
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Taschenbuch. Etat : Neu. Neuware -An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ¿ Scalled a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process(i.e., the process on S {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) onS{a}(called the jumping-in measure and a non-negative number mSpringer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 56 pp. Englisch. N° de réf. du vendeur 9789811002717
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Poisson Point Processes and Their Application to Markov Processes
Edité par
Springer Nature Singapore, Springer Nature Singapore, 2016
ISBN 10 : 9811002711
ISBN 13 : 9789811002717
Neuf
Taschenbuch
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) on S {a} (called the jumping-in measure and a non-negative number m< (called the stagnancy rate). The necessary and sufficient conditions for a pair k, m was obtained so that the correspondence is precisely described. For this, Itô used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S {a}. This theory of Itô's of Poisson point processes of excursions is indeed a breakthrough. It has been expanded and applied to more general extension problems by many succeeding researchers. Thus we may say that this lecture note by Itô is really a memorial work in the extension problems of Markov processes. Especially in Chapter 1 of this note, a general theory of Poisson point processes is given that reminds us of Itô's beautiful and impressive lectures in his day. N° de réf. du vendeur 9789811002717
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Poisson Point Processes and Their Application to Markov Processes
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Poisson Point Processes and Their Application to Markov Processes (SpringerBriefs in Probability and Mathematical Statistics)
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