Theory Of Markov Processes

Author by : E. B. Dynkin
Language : en
Publisher by : Elsevier
Format Available : PDF, ePub, Mobi
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Description : Theory of Markov Processes provides information pertinent to the logical foundations of the theory of Markov random processes. This book discusses the properties of the trajectories of Markov processes and their infinitesimal operators. Organized into six chapters, this book begins with an overview of the necessary concepts and theorems from measure theory. This text then provides a general definition of Markov process and investigates the operations that make possible an inspection of the class of Markov processes corresponding to a given transition function. Other chapters consider the more complicated operation of generating a subprocess. This book discusses as well the construction of Markov processes with given transition functions. The final chapter deals with the conditions to be imposed on the transition function so that among the Markov processes corresponding to this function, there should be at least one. This book is a valuable resource for mathematicians, students, and research workers.


General Theory Of Markov Processes

Author by :
Language : en
Publisher by : Academic Press
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Description : General Theory of Markov Processes


The Theory Of Stochastic Processes

Author by : D.R. Cox
Language : en
Publisher by : Routledge
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Total Read : 12
Total Download : 584
File Size : 42,8 Mb
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Description : This book should be of interest to undergraduate and postgraduate students of probability theory.


Elements Of The Theory Of Markov Processes And Their Applications

Author by : A. T. Bharucha-Reid
Language : en
Publisher by : Courier Corporation
Format Available : PDF, ePub, Mobi
Total Read : 52
Total Download : 875
File Size : 55,8 Mb
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Description : This 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.


The Theory Of Stochastic Processes

Author by : David Roxbee Cox
Language : en
Publisher by :
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Total Read : 25
Total Download : 621
File Size : 48,6 Mb
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An Introduction To Markov Processes

Author by : Daniel W. Stroock
Language : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
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Total Download : 701
File Size : 54,9 Mb
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Description : This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm. The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph.


The Theory Of Stochastic Processes

Author by : I.I. Gikhman
Language : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 62
Total Download : 176
File Size : 40,6 Mb
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Description : From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of richt imperfection." D.W. Stroock in Bulletin of the American Mathematical Society, 1980 "To call this work encyclopedic would not give an accurate picture of its contant and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this ever-expanding field" K.L. Chung in American Scientist, 1977 "..., the subject has grown enormously since 1953, and there will never be a true successor to Doob's book, but Gihman and Skorohod's three volumes will, I think, occupy a rather similar position as an invaluable tool of reference for all probability theorists. ... The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure. ..." J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977


The Construction Theory Of Denumerable Markov Processes

Author by : Hsiang-Qun Yang
Language : en
Publisher by : John Wiley & Sons Incorporated
Format Available : PDF, ePub, Mobi
Total Read : 82
Total Download : 367
File Size : 42,5 Mb
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Description : Reaches the forefront of research in the construction theory of denumerable Markov processes and gives impetus to the development of probability theory. Introduces Markov processes and their construction; surveys research in the field; and presents the author's original results, which include complete solutions to some important problems, many published here for the first time in English. Complete solutions are given for two key construction problems: birth-death processes and two-sided birth-death processes.


Markov Processes And Potential Theory

Author by : Robert McCallum Blumenthal
Language : en
Publisher by : Courier Corporation
Format Available : PDF, ePub, Mobi
Total Read : 54
Total Download : 827
File Size : 43,7 Mb
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Description : This graduate-level text explores the relationship between Markov processes and potential theory, in addition to aspects of the theory of additive functionals. Topics include Markov processes, excessive functions, multiplicative functionals and subprocesses, and additive functionals and their potentials. A concluding chapter examines dual processes and potential theory. 1968 edition.


A Course In The Theory Of Stochastic Processes

Author by : A. D. Vent︠t︡selʹ
Language : en
Publisher by : McGraw-Hill International Book Co.
Format Available : PDF, ePub, Mobi
Total Read : 29
Total Download : 261
File Size : 51,9 Mb
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Description :