Markov Processes, Gaussian Processes, and Local Times - Brossura

Marcus, Michael B.

Brossura

ISBN 10: 1107403758 ISBN 13: 9781107403758

Casa editrice: Cambridge University Press, 2011

Riassunto

A readable 2006 synthesis of three main areas in the modern theory of stochastic processes.

Su questo libro

Recensione

Review of the hardback: 'This is a masterly written text which should be accessible to advanced graduate students and non-specialists. For the researcher interested in Gaussian processes or local times it will become an indispensable standard resource.' Zentralblatt MATH

Review of the hardback: 'The authors make every effort to make the material accessible, and the proofs presented are often much easier than the original ones. The material is well organized and well presented.' Journal of the American Statistical Association

Descrizione del libro

Two foremost researchers present important advances in stochastic process theory by linking well-understood (Gaussian) and less well-understood (Markov) classes of processes. It builds to this material through 'mini-courses' on the relevant ingredients, which assume only measure-theoretic probability. This original, readable 2006 book is for researchers and advanced graduate students.

Dettagli dell'edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2011
• Lingua: Inglese
• ISBN 10: 1107403758
• ISBN 13: 9781107403758
• Rilegatura: Copertina flessibile
• Numero di pagine: 632
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia