Excursions Markov Processes by Blumenthal Robert (13 results)
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Seller: West With The Night, Tucson, AZ, U.S.A.West With The Night
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Hard cover. Sewn binding. Cloth over boards. 275 p. Probability and Its Applications. Audience: General/trade. Very good. light shelfwear, po name on first page.
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- Softcover
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Condition: New. 2012. Paperback. . . . . .
- Hardcover
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- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
- Softcover
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Condition: New. 2012. Paperback. . . . . . Books ship from the US and Ireland.
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- Softcover
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condition: Neu. 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.
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Seller: THE SAINT BOOKSTORE, Southport, United KingdomTHE SAINT BOOKSTORE
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Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
- Softcover
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Seller: moluna, Greven, Germanymoluna
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 < .
- Softcover
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Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. 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 TSpringer Nature c/o IBS, Benzstrasse 21, 48619 Heek 292 pp. Englisch.
