[PDF.50gd] Excursions of Markov Processes (Probability and its Applications)
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Excursions of Markov Processes (Probability and its Applications)
Robert M. Blumenthal
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| #11122986 in Books | 1991-10-01 | Original language:English | PDF # 1 | .0 x.0 x.0l,.0 | File type: PDF | 275 pages|
Discusses the analysis and construction of Markov processes in terms of the excursions of the path between visits to a subset of the state space. Its purpose is to attract graduate students and research mathematicians to the subject (and to probabilistic potential theory in general) and to acquaint them with the theory, techniques and applications of the excursion viewpoint. The book's emphasis is on a notable aspect of excursion theory - its use in making specific comp...
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