Markov Processes, Brownian Motion, and Time Symmetry

Kai Lai Chung, John B. Walsh

440 pages, parution le 30/11/2004 (2^eme édition)

Ajouter à une liste

Indisponible

Résumé

"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 of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goalThe volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews)

This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.

Written for: Mathematicians, graduate students

L'auteur - Kai Lai Chung

Stanford University, CA, USA

Sommaire

Part I: Markov Process
- Basic Properties
- Hunt Process
- Brownian Motion
- Potential Developments
Part II: 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 Basis of Duality: A Fireside Chat

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Kai Lai Chung, John B. Walsh
Parution	30/11/2004
Édition	2^eme édition
Nb. de pages	440
Format	16 x 24
Couverture	Relié
Poids	745g
Intérieur	Noir et Blanc
EAN13	9780387220260
ISBN13	978-0-387-22026-0