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003 | IN-MiVU | ||
005 | 20190821115345.0 | ||
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007 | cr uuu---uuuuu | ||
008 | 180416s2010 xxu||||go|||| 00| 0 eng d | ||
020 | _a9780511617997 ( e-book ) | ||
040 |
_aMAIN _beng _cIN-MiVU |
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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. |
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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 |