Markov Processes, Brownian Motion, and Time Symmetry
From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features o...
| Κύριοι συγγραφείς: | , |
|---|---|
| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
New York, NY :
Springer New York,
2005.
|
| Έκδοση: | Second Edition. |
| Σειρά: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics,
249 |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Markov Process
- Basic Properties
- Hunt Process
- Brownian Motion
- Potential Developments
- Generalities
- Markov Chains: a Fireside Chat
- Ray Processes
- Application to Markov Chains
- Time Reversal
- h-Transforms
- Death and Transfiguration: A Fireside Chat
- Processes in Duality
- The Martin Boundary
- The Basis of Duality: A Fireside Chat.
