Markov Processes, Gaussian Processes, and Local Times
Language: English
Published by Cambridge University Press, GB, 2006
Series: Book 34 of 151 - Cambridge Studies in Advanced Mathematics
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 148.41
Quantity: Over 20 available
Add to basketItem description from seller
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. …
Seller Inventory # LU-9780521863001
- Title
- Markov Processes, Gaussian Processes, and Local Times
- Author
- Michael B. Marcus, Jay Rosen
- Publisher
- Cambridge University Press, GB
- Publication year
- 2006
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0521863007
- ISBN 13
- 9780521863001
- Item weight
- 960 grams
- Series
- Book 34 of 151: Cambridge Studies in Advanced Mathematics
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About the Author
"About the title" may belong to another edition of this title.
Rarewaves.com USA
London, London, United Kingdom
AbeBooks seller since June 11, 2025
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