Markov processes, Gaussian processes, and local times
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Author
Contributions
- Rosen, Jay, 1948- - Contributor
Publication
2006 - Cambridge University Press, New York, New York (State)
Language
English
Word Count
155,000 words, Guess
Page Count
620 pages
Physical Format
Electronic resource
Identifiers
- Internet Archivemarkovprocessesg00mmar
- ISBN-10051124696X
- ISBN-100511244819
- ISBN-100511245564
- ISBN-139780511246968
and 7 more
- ISBN-139780511244810
- ISBN-139780511245565
- OCLC Control Number159932828
- Better World Books9780511244810
- Better World Books9780511246968
- Better World Books9780511245565
- Open LibraryOL27072843M
Classifications
- DDC519.2/33
- LCCQA274.7 .M35 2006eb
- LCCQA274.7.M35 2006
Description
Two foremost researchers present important advances in stochastic process theory by linking well understood (Gaussian) and less well understood (Markov) classes of processes. It builds to this material through 'mini-courses' on the relevant ingredients, which assume only measure-theoretic probability. This original, readable book is for researchers and advanced graduate students.
Subjects
Topics
Series Statement
- Cambridge studies in advanced mathematics -- 100
Other Editions
- Markov processes, Gaussian processes, and local times
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