Theory of Markov Processes - Brossura

Dynkin, E. B.

Brossura

ISBN 10: 0486453057 ISBN 13: 9780486453057

Casa editrice: Dover Pubns, 2006

Riassunto

An investigation of the logical foundations of the theory behind Markov random processes, this text explores subprocesses, transition functions, and conditions for boundedness and continuity. Rather than focusing on probability measures individually, the work explores connections between functions. An elementary grasp of the theory of Markov processes is assumed.
Starting with a brief survey of relevant concepts and theorems from measure theory, the text investigates operations that permit an inspection of the class of Markov processes corresponding to a given transition function. It advances to the more complicated operations of generating a subprocess, followed by examinations of the construction of Markov processes with given transition functions, the concept of a strictly "Markov process," and the conditions required for boundedness and continuity of a Markov process. Addenda, notes, references, and indexes supplement the text.

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Product Description

An investigation of the logical foundations of the theory behind Markov random processes, this text explores subprocesses, transition functions, and conditions for boundedness and continuity. Rather than focusing on probability measures individually, the work explores connections between functions. An elementary grasp of the theory of Markov processes is assumed. 1961 edition.

Dettagli dell'edizione

• Editore: Dover Pubns
• Data di pubblicazione: 2006
• Lingua: Inglese
• ISBN 10: 0486453057
• ISBN 13: 9780486453057
• Rilegatura: Copertina flessibile
• Numero di pagine: 210
• Redattore: Kovary T.
• Contatto del produttore: non disponibile
• Persona responsabile: Soc. Agr. La Raia Ss; http://www.la-raia.it; ; Strada Monterotondo, 79; Novi Ligure; 15067; Italia