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Excursions of markov processes

Format Post in Mathematics BY R.M. Blumenthal

3764335750 Shared By Guest

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Excursions of markov processes
R.Excursions of markov processes Textbook M. Blumenthal
Type: eBook
Released: 1991
Publisher: Birkhauser Verlag AG
Page Count: 146
Format: djvu
Language: English
ISBN-10: 3764335750
ISBN-13: 9783764335755
Discusses the analysis and construction of Markov processes in terms of the excursions of the path between visits to a subset of the state space. Its purpose is to attract graduate students and research mathematicians to the subject (and to probabilistic potential theory in general) and to acquaint them with the theory, techniques and applications of the excursion viewpoint. The book's emphasis is on a notable aspect of excursion theory - its use in making specific computations and in providing concrete illustrations of many of the concepts, even some deeply theoretical ones, from probabilistic potential theory. Because of this feature of excursion theory and the book's emphasis on examples and specific applications of general Markov processes and probabilistic potential theory. There is much current research in probability that uses the ideas and techniques of excursion theory; and many open problems are suggested by this research. The present book gives a development of the theoretical background complete enough to allow readers to understand current research and start working on projects of their own. --This text refers to an alternate edition.

Excursions of markov processes

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