The Wiley-Interscience Paperback Series consists of selected books
that have been made more accessible to consumers in an effort to
increase global appeal and general circulation. With these new
unabridged softcover volumes, Wiley hopes to extend the lives of
these works by making them available to future generations of
statisticians, mathematicians, and scientists.
"[A]nyone who works with Markov processes whose state space is
uncountably infinite will need this most impressive book as a guide
and reference."
--American Scientist
"There is no question but that space should immediately be
reserved for [this] book on the library shelf. Those who aspire to
mastery of the contents should also reserve a large number of long
winter evenings."
--Zentralblatt fur Mathematik und ihre Grenzgebiete/Mathematics
Abstracts
"Ethier and Kurtz have produced an excellent treatment of the
modern theory of Markov processes that [is] useful both as a
reference work and as a graduate textbook."
--Journal of Statistical Physics
Markov Processes presents several different approaches to
proving weak approximation theorems for Markov processes,
emphasizing the interplay of methods of characterization and
approximation. Martingale problems for general Markov processes are
systematically developed for the first time in book form. Useful to
the professional as a reference and suitable for the graduate
student as a text, this volume features a table of the
interdependencies among the theorems, an extensive bibliography,
and end-of-chapter problems.
General
Imprint: |
John Wiley & Sons
|
Country of origin: |
United States |
Release date: |
October 2005 |
First published: |
September 2005 |
Authors: |
S Ethier
|
Dimensions: |
229 x 152 x 30mm (L x W x T) |
Format: |
Paperback
|
Pages: |
552 |
Edition: |
2nd Revised edition |
ISBN-13: |
978-0-471-76986-6 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Applied mathematics >
Stochastics
|
LSN: |
0-471-76986-X |
Barcode: |
9780471769866 |
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