Markov Processes (eBook)

Characterization and Convergence

Stewart N. Ethier, Thomas G. Kurtz (Autoren)

eBook Download: PDF

2009 | 1. Auflage
552 Seiten
John Wiley & Sons (Verlag)
978-0-470-31732-7 (ISBN)

Infos

The Wiley-Interscience Paperback Series consists of selected books
that have been made more accessible to consumers in an effort to
increase global appeal and general circulation. With these new
unabridged softcover volumes, Wiley hopes to extend the lives of
these works by making them available to future generations of
statisticians, mathematicians, and scientists.

"[A]nyone who works with Markov processes whose state space is
uncountably infinite will need this most impressive book as a guide
and reference."

-American Scientist

"There is no question but that space should immediately be reserved
for [this] book on the library shelf. Those who aspire to mastery
of the contents should also reserve a large number of long winter
evenings."

-Zentralblatt für Mathematik und ihre Grenzgebiete/Mathematics
Abstracts

"Ethier and Kurtz have produced an excellent treatment of the
modern theory of Markov processes that [is] useful both as a
reference work and as a graduate textbook."

-Journal of Statistical Physics

Markov Processes presents several different approaches to proving
weak approximation theorems for Markov processes, emphasizing the
interplay of methods of characterization and approximation.
Martingale problems for general Markov processes are systematically
developed for the first time in book form. Useful to the
professional as a reference and suitable for the graduate student
as a text, this volume features a table of the interdependencies
among the theorems, an extensive bibliography, and end-of-chapter
problems.

Autor

STEWART N. ETHIER, PhD, is Professor of Mathematics at the University of Utah. He received his PhD in mathematics at the University of Wisconsin-Madison. THOMAS G. KURTZ, PhD, is Professor of Mathematics and Statistics at the University of Wisconsin-Madison. He is a Book Review Editor for The Annals of Probability and the author of Approximation of Population Processes. Dr. Kurtz obtained his PhD in mathematics at Stanford University.

Inhalt

Introduction.

1. Operator Semigroups.

2. Stochastic Processes and Martingales.

3. Convergence of Probability Measures.

4. Generators and Markov Processes.

5. Stochastic Integral Equations.

6. Random Time Changes.

7. Invariance Principles and Diffusion Approximations.

8. Examples of Generators.

9. Branching Processes.

10. Genetic Models.

11. Density Dependent Population Processes.

12. Random Evolutions.

Appendixes.

References.

Index.

Flowchart.

Produkt-Details

• Erscheint lt. Verlag: 4.11.2009
• Reihe/Serie: Wiley Series in Probability and Statistics
• Reihe/Serie: Wiley Series in Probability and Statistics
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Technik
• Schlagworte: Markowscher Prozess • Probability & Mathematical Statistics • Statistics • Statistik • Wahrscheinlichkeitsrechnung u. mathematische Statistik
• ISBN-10: 0-470-31732-9 / 0470317329
• ISBN-13: 978-0-470-31732-7 / 9780470317327