Markov Processes, Gaussian Processes, and Local Times (Paperback)
Language: English
Published by Cambridge University Press, Cambridge, 2011
Series: Book 34 of 151 - Cambridge Studies in Advanced Mathematics
- Softcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 93.49
Quantity: 1 available
Add to basketItem description from seller
Paperback. 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…
Seller Inventory # 9781107403758
- Title
- Markov Processes, Gaussian Processes, and Local Times (Paperback)
- Author
- Michael B. Marcus
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 2011
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1107403758
- ISBN 13
- 9781107403758
- Series
- Book 34 of 151: Cambridge Studies in Advanced Mathematics
"Synopsis" may belong to another edition of this title.
Review
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
"About the title" may belong to another edition of this title.
CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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| Item | 7 to 14 business days | 7 to 60 business days |
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