Markov Processes, Gaussian Processes, and Local Times

Markov Processes, Gaussian Processes, and Local Times
Author :
Publisher : Cambridge University Press
Total Pages : 4
Release :
ISBN-10 : 9781139458832
ISBN-13 : 1139458833
Rating : 4/5 (833 Downloads)

Book Synopsis Markov Processes, Gaussian Processes, and Local Times by : Michael B. Marcus

Download or read book Markov Processes, Gaussian Processes, and Local Times written by Michael B. Marcus and published by Cambridge University Press. This book was released on 2006-07-24 with total page 4 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 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.


Markov Processes, Gaussian Processes, and Local Times Related Books

Markov Processes, Gaussian Processes, and Local Times
Language: en
Pages: 4
Authors: Michael B. Marcus
Categories: Mathematics
Type: BOOK - Published: 2006-07-24 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This 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 employi
High Dimensional Probability II
Language: en
Pages: 491
Authors: Evarist Giné
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

High dimensional probability, in the sense that encompasses the topics rep resented in this volume, began about thirty years ago with research in two related ar
Lévy Processes
Language: en
Pages: 436
Authors: Ole E. Barndorff-Nielsen
Categories: Mathematics
Type: BOOK - Published: 2001-03-30 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov pr
An Introduction to Continuity, Extrema, and Related Topics for General Gaussian Processes
Language: en
Pages: 198
Authors: Robert J. Adler
Categories: Mathematics
Type: BOOK - Published: 1990 - Publisher: IMS

DOWNLOAD EBOOK

Asymptotic Properties of Permanental Sequences
Language: en
Pages: 114
Authors: Michael B. Marcus
Categories: Mathematics
Type: BOOK - Published: 2021-03-30 - Publisher: Springer Nature

DOWNLOAD EBOOK

This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth an