Excursions of Markov Processes

Language: English

Published by Birkhäuser, Birkhäuser Jun 2012, 2012

1468494147 / 9781468494143

  • Softcover
  • New
See all details

Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

5-star seller

AbeBooks seller since January 11, 2012

View this seller's items
Softcover

Condition: New

£ 66.28

£ 19.76 shipping 
Ships from Germany to U.S.A.

Quantity: 2 available

Add to basket
Free 30-day returns

Item description from seller

This item is printed on demand - it takes 3-4 days longer - Neuware -Let {Xti t ~ O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the 'excursions away from 0,' that is pieces of path X. : T ::5 s ::5 t, with Xr- = X = 0, but X. 1= 0 for T s t. When one measures the time in t the zero set appropriately (in terms of the local time) the excursions acquire a measure theoretic structure practically identical to that of processes with stationary independent increments, except the values of the process are paths rather than real numbers. And there is a measure on path space that helps describe the measure theoretic properties of the excursions in the same way that the Levy measure describes the jumps of a process with independent increments. The entire circle of ideas is called excursion theory. There are many attractive things about the subject: it is an area where one can use to advantage general probabilistic potential theory to make quite specific calculations, it provides a natural setting for apply ing esoteric things like David Williams' path decomposition, it provides a method for constructing processes whose description in terms of an in finitesimal generator or some such analytic object would be complicated. And the ideas seem to be closely related to a good deal of current research in probability. 292 pp. Englisch.

Seller Inventory # 9781468494143

Title
Excursions of Markov Processes
Author
Robert M. Blumenthal
Publisher
Birkhäuser, Birkhäuser Jun 2012
Publication year
2012
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1468494147
ISBN 13
9781468494143
Item weight
446 grams
Dimensions
235x155x16 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First item£ 19.76£ 19.76
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

  • Visa
  • Mastercard
  • American Express
  • Apple Pay
  • Google Pay
  • Bank Wire Transfer
  • Check
  • Paypal

Seller's business information

BuchWeltWeit Ludwig Meier e.K.

Germany