Items related to Markov Processes, Gaussian Processes, and Local Times:...

Markov Processes, Gaussian Processes, and Local Times: 100 (Cambridge Studies in Advanced Mathematics, Series Number 100) - Softcover

Book 34 of 151: Cambridge Studies in Advanced Mathematics

Marcus, Michael B.

 
9781107403758: Markov Processes, Gaussian Processes, and Local Times: 100 (Cambridge Studies in Advanced Mathematics, Series Number 100)

Synopsis

A readable 2006 synthesis of three main areas in the modern theory of stochastic processes.

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Review

Review of the hardback: 'This is a masterly written text which should be accessible to advanced graduate students and non-specialists. For the researcher interested in Gaussian processes or local times it will become an indispensable standard resource.' Zentralblatt MATH

Review of the hardback: 'The authors make every effort to make the material accessible, and the proofs presented are often much easier than the original ones. The material is well organized and well presented.' Journal of the American Statistical Association

Book Description

Two foremost researchers present important advances in stochastic process theory by linking well-understood (Gaussian) and less well-understood (Markov) classes of processes. It builds to this material through 'mini-courses' on the relevant ingredients, which assume only measure-theoretic probability. This original, readable 2006 book is for researchers and advanced graduate students.

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