Markov Processes, Structure and Asymptotic Behavior

Name: Markov Processes, Structure and Asymptotic Behavior
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642652400
Price: 50.02 EUR
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Autor: Murray Rosenblatt

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

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This book is concerned with a set of related problems in probability theory that are considered in t...

Informácie o knihe

Autor

Murray Rosenblatt

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2011

Stránok

270

EAN

9783642652400

ISBN

9783642652400

Enbook ID

06622815

Vydavateľ

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnosť

427

Rozmery

152 x 229 x 16

Kompletný popis

This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type.

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Markov Processes, Structure and Asymptotic Behavior

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