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020 _a9780511617997 ( e-book )
040 _aMAIN
_beng
_cIN-MiVU
041 0 _aeng
082 0 4 _a519.233
_bMAR/M
_221
100 1 _aMarcus, Michael B.
245 0 0 _aMarkov Processes, Gaussian Processes, and Local Times [ electronic resource ] /
_cby Michael B. Marcus and Jay Rosen.
260 _aCambridge:
_bCambridge University Press ,
_c2010.
440 0 _aCambridge Studies in Advanced Mathematics (100)
520 _aThis book was first published in 2006. Written by two of the 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 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 and 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.
650 1 0 _aProbability Theory and Stochastic Processes
650 1 0 _a Recreational Mathematics
650 1 0 _a Statistics and Probability
650 1 0 _aAbstract Analysis
650 1 0 _a Mathematics
655 4 _aElectronic books
700 1 _a Rosen, Jay
_ejoint author
856 4 0 _uhttps://doi.org/10.1017/CBO9780511617997
_yhttps://doi.org/10.1017/CBO9780511617997
_zView to click
942 _2ddc
_cEB