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

Series Statement

  • Cambridge studies in advanced mathematics -- 100

Links

Other Editions

  • Markov processes, Gaussian processes, and local timesElectronic resourceCambridge University Press2006-01-01

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