<E-Book>
Markov Processes, Brownian Motion, and Time Symmetry / by Kai Lai Chung, John B. Walsh
(Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics. ISSN:21969701 ; 249)
Edition | 2nd ed. 2005. |
---|---|
Publisher | (New York, NY : Springer New York : Imprint: Springer) |
Year | 2005 |
Language | English |
Size | XII, 432 p. 5 illus : online resource |
Authors | *Chung, Kai Lai author Walsh, John B author SpringerLink (Online service) |
Subjects | LCSH:Probabilities FREE:Probability Theory |
Notes | Markov Process -- Basic Properties -- Hunt Process -- Brownian Motion -- Potential Developments -- Generalities -- Markov Chains: a Fireside Chat -- Ray Processes -- Application to Markov Chains -- Time Reversal -- h-Transforms -- Death and Transfiguration: A Fireside Chat -- Processes in Duality -- The Martin Boundary -- The Basis of Duality: A Fireside Chat From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text HTTP:URL=https://doi.org/10.1007/0-387-28696-9 |
TOC
Hide book details.
E-Book | Location | Media type | Volume | Call No. | Status | Reserve | Comments | ISBN | Printed | Restriction | Designated Book | Barcode No. |
---|---|---|---|---|---|---|---|---|---|---|---|---|
E-Book | オンライン | 電子ブック |
|
Springer eBooks | 9780387286969 |
|
電子リソース |
|
EB00234869 |
Hide details.
Material Type | E-Book |
---|---|
Classification | LCC:QA273.A1-274.9 DC23:519.2 |
ID | 4000134371 |
ISBN | 9780387286969 |
Similar Items
Usage statistics of this contents
Number of accesses to this page:1times
※After Sep 4, 2017