Markov Processes: Characterization and Convergence: Characterisation and Convergence - Rilegato

Ethier, Stewart N.; Kurtz, Thomas G.

Rilegato

ISBN 10: 0471081868 ISBN 13: 9780471081869

Casa editrice: Wiley-Interscience, 1986

Riassunto

Recursive Estimation and Control for Stochastic Systems Han-Fu Chen This self-contained volume presents both the discrete-time and continuous-time systems, and incorporates not only well-known results in these fields but also many of the latest research findings. It shows how to analyze the convergence of recursive estimates through a combination of the probabilistic and ordinary differential equation methods and establishes the connection between the Gauss-Markov estimate and the Kalman filter through stochastic observability, and more. 1985 (0 471-81566-7) 378 pp. Nonparametric Density Estimation The L1 View Luc Devroye and Laszlo Gyorfi The first systematic, single-source examination that develops from first principles the "natural" theory for density estimation and shows why the classical L2 theory masks some fundamental properties of density estimates. Linking different subareas of statistics, including simulation, pattern recognition, detection theory, and minimax theory, it shows how to construct, use, and analyze density estimates. Relevant recent literature is tied in with the classical works of Parzen, Rosenblatt, and others. 1985 (0 471-81646-9) 368 pp. Elements of Applied Stochastic Processes Second Edition U. Narayan Bhat An applied introduction to stochastic models, this expanded and revised account develops basic concepts and techniques and applies them to problems arising in queueing, reliability, inventory and computer communications, social and behavioral processes, business management, and time series analysis. 1984 (0 471-87826-X) 736 pp

Su questo libro

L'autore

About the authors Stewart N. Ethier has taught at Michigan State University, and is currently at the University of Utah. He received his PhD in mathematics at the University of Wisconsin-Madison. Thomas G. Kurtz teaches at the University of Wisconsin-Madison. He is Book Review Editor for Annals of Probability, and the author of Approximation of Population Processes. Dr. Kurtz obtained his PhD in mathematics at Stanford University.

Dalla seconda/terza di copertina

The recognition that each method for verifying weak convergence is closely tied to a method for characterizing the limiting process Sparked this broad study of characterization and convergence problems for Markov processes. A number of topics are presented for the first time in book form, such as Martingale problems for general Markov processes, powerful criteria for convergence in distribution in DE[O,???), multiple random time transformations, duality as a method of characterizing Markov processes, and characterizations of stationary distributions. The authors illustrate several different approaches to proving weak approximation theoremsoperator semigroup convergence theorems, Martingale characterization of Markov processes, and representation of the processes as solutions of stochastic equations. The heart of the book reveals the main characterization and convergence results, with an emphasis on diffusion processes. Applications to branching and population processes, genetic models, and random evolutions, are given. Useful to the professional as a reference, suitable for the graduate student as a text, this volume features a table of the interdependencies among the theorems, an extensive bibliography, and end-of-chapter problems.

Dettagli dell?edizione

• Editore: Wiley-Interscience
• Data di pubblicazione: 1986
• ISBN 10: 0471081868
• ISBN 13: 9780471081869
• Rilegatura: Copertina rigida
• Lingua: Inglese
• Numero di pagine: 544