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Author: Albert T. Bharucha-Reid
Publisher: McGraw-Hill Companies
Published: 1960
Total Pages: 488
ISBN-13:
DOWNLOAD EBOOKGraduate-level text and reference in probability, with numerous scientific applications. Nonmeasure-theoretic introduction to theory of Markov processes and to mathematical models based on the theory. Appendixes. Bibliographies. 1960 edition.
Author: Albert T. Bharucha-Reid
Publisher:
Published: 1960
Total Pages: 0
ISBN-13:
DOWNLOAD EBOOKAuthor: Phillip Cutler
Publisher:
Published: 1960
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: A. T. Bharucha-Reid
Publisher: Courier Corporation
Published: 2012-04-26
Total Pages: 485
ISBN-13: 0486150356
DOWNLOAD EBOOKThis graduate-level text and reference in probability, with numerous applications to several fields of science, presents nonmeasure-theoretic introduction to theory of Markov processes. The work also covers mathematical models based on the theory, employed in various applied fields. Prerequisites are a knowledge of elementary probability theory, mathematical statistics, and analysis. Appendixes. Bibliographies. 1960 edition.
Author: Norman T. J. Bailey
Publisher: John Wiley & Sons
Published: 1991-01-16
Total Pages: 268
ISBN-13: 9780471523680
DOWNLOAD EBOOKDevelops an introductory and relatively simple account of the theory and application of the evolutionary type of stochastic process. Professor Bailey adopts the heuristic approach of applied mathematics and develops both theoretical principles and applied techniques simultaneously.
Author: Marius Iosifescu
Publisher: Courier Corporation
Published: 2014-07-01
Total Pages: 305
ISBN-13: 0486150585
DOWNLOAD EBOOKA self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models. The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic chains. A complete study of the general properties of homogeneous chains follows. Succeeding chapters examine the fundamental role of homogeneous infinite Markov chains in mathematical modeling employed in the fields of psychology and genetics; the basics of nonhomogeneous finite Markov chain theory; and a study of Markovian dependence in continuous time, which constitutes an elementary introduction to the study of continuous parameter stochastic processes.
Author: Daniel T. Gillespie
Publisher: Gulf Professional Publishing
Published: 1992
Total Pages: 600
ISBN-13: 9780122839559
DOWNLOAD EBOOKMarkov process theory provides a mathematical framework for analyzing the elements of randomness that are involved in most real-world dynamical processes. This introductory text, which requires an understanding of ordinary calculus, develops the concepts and results of random variable theory.
Author: Mark I. Freidlin
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 433
ISBN-13: 1461202795
DOWNLOAD EBOOKOnishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynkin's seminar. At a later stage, the work of the seminar was greatly enriched by the active participation of 1. 1. Pyatetskii Shapiro. As already noted, Dynkin started to work in probability as far back as his undergraduate studies. In fact, his first published paper deals with a problem arising in Markov chain theory. The most significant among his earliest probabilistic results concern sufficient statistics. In [15] and [17], Dynkin described all families of one-dimensional probability distributions admitting non-trivial sufficient statistics. These papers have considerably influenced the subsequent research in this field. But Dynkin's most famous results in probability concern the theory of Markov processes. Following Kolmogorov, Feller, Doob and Ito, Dynkin opened a new chapter in the theory of Markov processes. He created the fundamental concept of a Markov process as a family of measures corresponding to var ious initial times and states and he defined time homogeneous processes in terms of the shift operators ()t. In a joint paper with his student A.
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Publisher: Academic Press
Published: 2011-08-29
Total Pages: 325
ISBN-13: 0080873413
DOWNLOAD EBOOKMarkov Processes and Potential Theory
Author: Zhen-Qing Chen
Publisher: Princeton University Press
Published: 2012
Total Pages: 496
ISBN-13: 069113605X
DOWNLOAD EBOOKThis book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, Zhen-Qing Chen and Masatoshi Fukushima cover the essential elements and applications of the theory of symmetric Markov processes, including recurrence/transience criteria, probabilistic potential theory, additive functional theory, and time change theory. The authors develop the theory in a general framework of symmetric quasi-regular Dirichlet forms in a unified manner with that of regular Dirichlet forms, emphasizing the role of extended Dirichlet spaces and the rich interplay between the probabilistic and analytic aspects of the theory. Chen and Fukushima then address the latest advances in the theory, presented here for the first time in any book. Topics include the characterization of time-changed Markov processes in terms of Douglas integrals and a systematic account of reflected Dirichlet spaces, and the important roles such advances play in the boundary theory of symmetric Markov processes. This volume is an ideal resource for researchers and practitioners, and can also serve as a textbook for advanced graduate students. It includes examples, appendixes, and exercises with solutions.
