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Markov Processes, Gaussian Processes, and Local Times Hardback: 100 (Cambridge Studies in Advanced Mathematics, Series Number 100) - Tapa dura

Libro 34 de 151: Cambridge Studies in Advanced Mathematics

Marcus; Rosen

 
9780521863001: Markov Processes, Gaussian Processes, and Local Times Hardback: 100 (Cambridge Studies in Advanced Mathematics, Series Number 100)

Sinopsis

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 2006 book is for researchers and advanced graduate students.

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Acerca del autor

Michael B. Marcus is Professor of Mathematics at City College and The CUNY Graduate Center. A leading expert on stochastic processes, he has published over one hundred research papers and delivered over 200 invited lectures. He is a Fellow of the Institute of Mathematical Statistics. Jay Rosen is Professor of Mathematics at The Graduate Center and the College of Staten Island, City University of New York. A leading expert on stochastic processes, he has published over eighty research papers. He is a Fellow of the Institute of Mathematical Statistics.

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