Markov Processes - Volume I (Paperback, Softcover reprint of the original 1st ed. 1965)

The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian motion (L. BACHELlER 1900, A. EIN STEIN 1905). The first correct mathematical construction of a Markov process with continuous trajectories was given by N. WIENER in 1923. (This process is often called the Wiener process.) The general theory of Markov processes was developed in the 1930's and 1940's by A. N. KOL MOGOROV, W. FELLER, W. DOEBLlN, P. LEVY, J. L. DOOB, and others. During the past ten years the theory of Markov processes has entered a new period of intensive development. The methods of the theory of semigroups of linear operators made possible further progress in the classification of Markov processes by their infinitesimal characteristics. The broad classes of Markov processes with continuous trajectories be came the main object of study. The connections between Markov pro cesses and classical analysis were further developed. It has become possible not only to apply the results and methods of analysis to the problems of probability theory, but also to investigate analytic problems using probabilistic methods. Remarkable new connections between Markov processes and potential theory were revealed. The foundations of the theory were reviewed critically: the new concept of strong Markov process acquired for the whole theory of Markov processes great importance."

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Grundlehren der mathematischen Wissenschaften, 121/122
Release date:	August 2012
First published:	1965
Authors:	E. B Dynkin
Translators:	V. Greenberg • J. Fabius • A Maitra • G. Majone
Dimensions:	235 x 155 x 24mm (L x W x T)
Format:	Paperback
Pages:	366
Edition:	Softcover reprint of the original 1st ed. 1965
ISBN-13:	978-3-662-00033-5
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Promotions
LSN:	3-662-00033-4
Barcode:	9783662000335

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!