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Markov Processes, Gaussian Processes, and Local Times - Cambridge Studies in Advanced Mathematics Marcus, Michael B. (City University of New York)
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Markov Processes, Gaussian Processes, and Local Times - Cambridge Studies in Advanced Mathematics
Marcus, Michael B. (City University of New York)
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.
632 pages, black & white illustrations
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 27 de octubre de 2011 |
| ISBN13 | 9781107403758 |
| Editores | Cambridge University Press |
| Páginas | 632 |
| Dimensiones | 231 × 157 × 42 mm · 950 g |
| Lengua | Inglés |
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