Random Processes with Independent Increments

A. V. Skorohod

ISBN 10: 0792303407 / ISBN 13: 9780792303404

Editore: Springer Netherlands, Springer Netherlands Mai 1991, 1991

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Neuware -One SCI'ice mathematics bas rendered the 'Et moi, . si j'avait su comment en revcnir. je n'y serais point aile: human race. It bas put common sc:nsc back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded n- sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly. all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics . :; 'One service logic has rendered com puter science . :; 'One service category theory has rendered mathematics . :. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 296 pp. Englisch.

Codice articolo 9780792303404

Dati bibliografici

• Titolo: Random Processes with Independent Increments
• Editore: Springer Netherlands, Springer Netherlands Mai 1991
• Data di pubblicazione: 1991
• Lingua: Inglese
• ISBN 10: 0792303407
• ISBN 13: 9780792303404
• Rilegatura: Buch
• Condizione: Neu
• Dimensioni: 241 L x 160 A x 21 P (millimetri) 241 millimetri di larghezza per 160 millimetri di altezza per 21 millimetri di profondità
• Peso: 612 grammi

Descrizione articolo

Riassunto

One SCI\'ice mathematics bas rendered the 'Et moi, .... si j'avait su comment en revcnir. je n'y serais point aile: human race. It bas put common sc:nsc back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded n- sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Hcavisidc Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non­ linearities abound. Similarly. all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. :; 'One service logic has rendered com­ puter science .. :; 'One service category theory has rendered mathematics .. :. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Contenuti

0. Preliminary Informationh.- 0.1 Probability Space.- 0.2 Random Functions and Processes.- 0.3 Conditional Probabilities.- 0.4 Independence.- 1. Sums of Independent Random Variables.- 1.1 Main Inequalities.- 1.2 Renewal Scheme.- 1.3 Random Walks. Recurrence.- 1.4 Distribution of Ladder Functions.- 2. General Processes with Independent Increments (Random Measures).- 2.1 Nonnegative Random Measures with Independent Values (r.m.i.v.).- 2.2 Random Measures with Alternating Signs.- 2.3 Stochastic Integrals and Countably Additive r.m.i.v.- 2.4 Random Linear Functional and Generalized Functions.- 3. Processes with Independent Increments. General Properties.- 3.1 Decomposition of a Process. Properties of Sample Functions.- 3.2 Stochastically Continuous Processes.- 3.3 Properties of Sample Functions.- 3.4 Locally Homogeneous Processes with Independent Increments.- 4. Homogeneous Processes.- 4.1 General Properties.- 4.2 Additive Functionals.- 4.3 Composed Poisson Process.- 4.4 Homogeneous Processes in R.- 5. Multiplicative Processes.- 5.1 Definition and General Properties.- 5.2 Multiplicative Processes in Abelian Groups.- 5.3 Stochastic Semigroups of Linear Operators in Rd.- Notes.- References.