Name: Markov Processes, Gaussian Processes, and Local Times (Cambridge Studies in Advanced Mathematics) (en Inglés)
Price: 114730.00 CLP
Availability: InStock
Author: Marcus, Michael B. ; Rosen, Jay
ISBN: 9781107403758

portada Markov Processes, Gaussian Processes, and Local Times (Cambridge Studies in Advanced Mathematics) (en Inglés)

Formato

Libro Físico

Autor

Michael B. Marcus

Jay Rosen

Editorial

Cambridge University Press

Año

2011

Idioma

Inglés

N° páginas

632

Encuadernación

Tapa Blanda

Dimensiones

22.9 x 15.2 x 3.6 cm

Peso

0.91 kg.

ISBN

1107403758

ISBN13

9781107403758

Categorías

Cálculo diferencial y ecuaciones
Probabilidad y estadística

Markov Processes, Gaussian Processes, and Local Times (Cambridge Studies in Advanced Mathematics) (en Inglés)

Michael B. Marcus (Autor) · Jay Rosen (Autor) · Cambridge University Press · Tapa Blanda

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Reseña del libro "Markov Processes, Gaussian Processes, and Local Times (Cambridge Studies in Advanced Mathematics) (en Inglés)"

Written by two 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 for 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, 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.