Download or read book Additive Functionals of a Markov Process written by Ronald Kay Getoor and published by . This book was released on 1964 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Large Deviations for Additive Functionals of Markov Chains written by Alejandro D. de Acosta and published by American Mathematical Soc.. This book was released on 2014-03-05 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Theory of Markov Processes written by E. B. Dynkin and published by Courier Corporation. This book was released on 2012-01-27 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: DIVAn investigation of the logical foundations of the theory behind Markov random processes, this text explores subprocesses, transition functions, and conditions for boundedness and continuity. 1961 edition. /div
Download or read book Markov Processes and Potential Theory written by and published by Academic Press. This book was released on 2011-08-29 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov Processes and Potential Theory
Download or read book Exponentials of Additive Functionals of Diffusions and General Markov Processes written by Wolfgang Stummer and published by . This book was released on 2000 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Excursions of Markov Processes written by Robert M. Blumenthal and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let {Xti t ~ O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the "excursions away from 0," that is pieces of path X. : T ::5 s ::5 t, with Xr- = X = 0, but X. 1= 0 for T
Download or read book Large Deviations for Additive Functionals of Markov Exhangeable Sequences written by Grant Izmirlian and published by . This book was released on 1993 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Diffusion approximation of stochastic additive functionals of jump Markov processes written by Volodymyr V. Koroljuk and published by . This book was released on 1991 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Markov Processes written by Evgenij Borisovic Dynkin and published by Springer. This book was released on 2012-08-01 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Semi Markov Processes and Reliability written by Nikolaos Limnios and published by Springer Science & Business Media. This book was released on 2001-02-16 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of stochastic processes, for science and engineering, can be considered as an extension of probability theory allowing modeling of the evolution of systems over time. The modern theory of Markov processes has its origins in the studies of A.A. Markov (1856-1922) on sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon Brownian motion. The theory of stochastic processes entered in a period of intensive development when the idea of Markov property was brought in. This book is a modern overall view of semi-Markov processes and its applications in reliability. It is accessible to readers with a first course in Probability theory (including the basic notions of Markov chain). The text contains many examples which aid in the understanding of the theoretical notions and shows how to apply them to concrete physical situations including algorithmic simulations. Many examples of the concrete applications in reliability are given. Features:* Processes associated to semi-Markov kernel for general and discrete state spaces* Asymptotic theory of processes and of additive functionals* Statistical estimation of semi-Markov kernel and of reliability function* Monte Carlo simulation* Applications in reliability and maintenance The book is a valuable resource for understanding the latest developments in Semi-Markov Processes and reliability. Practitioners, researchers and professionals in applied mathematics, control and engineering who work in areas of reliability, lifetime data analysis, statistics, probability, and engineering will find this book an up-to-date overview of the field.
Download or read book Diffusion Approximation of Stochastic Additive Functionals of Jump Markov Processes written by Vladimir V. Korolyuk (Mathématicien.) and published by . This book was released on 1991 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fluctuations in Markov Processes written by Tomasz Komorowski and published by Springer Science & Business Media. This book was released on 2012-07-05 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest also to mathematical physicists and analysts.
Download or read book Functional Analysis in Markov Processes written by M. Fukushima and published by Springer. This book was released on 2006-11-14 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Symmetric Markov Processes Time Change and Boundary Theory LMS 35 written by Zhen-Qing Chen and published by Princeton University Press. This book was released on 2012 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a comprehensive and self-contained introduction to the theory of symmetric Markov processes and symmetric quasi-regular Dirichlet forms. In a detailed and accessible manner, Zhen-Qing Chen and Masatoshi Fukushima cover the essential elements and applications of the theory of symmetric Markov processes, including recurrence/transience criteria, probabilistic potential theory, additive functional theory, and time change theory. The authors develop the theory in a general framework of symmetric quasi-regular Dirichlet forms in a unified manner with that of regular Dirichlet forms, emphasizing the role of extended Dirichlet spaces and the rich interplay between the probabilistic and analytic aspects of the theory. Chen and Fukushima then address the latest advances in the theory, presented here for the first time in any book. Topics include the characterization of time-changed Markov processes in terms of Douglas integrals and a systematic account of reflected Dirichlet spaces, and the important roles such advances play in the boundary theory of symmetric Markov processes. This volume is an ideal resource for researchers and practitioners, and can also serve as a textbook for advanced graduate students. It includes examples, appendixes, and exercises with solutions.
Download or read book Dirichlet Forms and Symmetric Markov Processes written by Masatoshi Fukushima and published by Walter de Gruyter. This book was released on 2011 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the publication of the first edition in 1994, this book has attracted constant interests from readers and is by now regarded as a standard reference for the theory of Dirichlet forms. For the present second edition, the authors not only revise
Download or read book Markov Processes written by Evgenij Borisovič Dynkin and published by . This book was released on 1965 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Labelled Markov Processes written by Prakash Panangaden and published by Imperial College Press. This book was released on 2009 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Labelled Markov processes are probabilistic versions of labelled transition systems with continuous state spaces. The book covers basic probability and measure theory on continuous state spaces and then develops the theory of LMPs.
