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Theory Of Markov Processes E B Dynkin T Köváry

  • SKU: BELL-51211048
Theory Of Markov Processes E B Dynkin T Köváry
$ 31.00 $ 45.00 (-31%)

4.1

30 reviews

Theory Of Markov Processes E B Dynkin T Köváry instant download after payment.

Publisher: Mir Publishers
File Extension: PDF
File size: 7.34 MB
Pages: 220
Author: E. B. Dynkin, T. Köváry
Language: English
Year: 2014

Product desciption

Theory Of Markov Processes E B Dynkin T Köváry by E. B. Dynkin, T. Köváry instant download after payment.

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.

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