Markov Processes And Related Problems Of Analysis
Download Markov Processes And Related Problems Of Analysis full books in PDF, epub, and Kindle. Read online free Markov Processes And Related Problems Of Analysis ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
| Author | : Evgeniĭ Borisovich Dynkin |
| Publisher | : Cambridge University Press |
| Total Pages | : 325 |
| Release | : 1982-09-23 |
| Genre | : Mathematics |
| ISBN | : 0521285127 |
The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Professor Dynkin has made many profound contributions to the subject and in this volume are collected several of his most important expository and survey articles. The content of these articles has not been covered in any monograph as yet. This account is accessible to graduate students in mathematics and operations research and will be welcomed by all those interested in stochastic processes and their applications.
| Author | : Murray Rosenblatt |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 282 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 3642652387 |
This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type.
| Author | : Vassili N. Kolokoltsov |
| Publisher | : Walter de Gruyter |
| Total Pages | : 449 |
| Release | : 2011 |
| Genre | : Mathematics |
| ISBN | : 3110250101 |
This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for
| Author | : N. Limnios |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 226 |
| Release | : 2012-12-06 |
| Genre | : Technology & Engineering |
| ISBN | : 1461201616 |
At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.
| Author | : Masao Nagasawa |
| Publisher | : Springer Nature |
| Total Pages | : 339 |
| Release | : 2021-06-23 |
| Genre | : Computers |
| ISBN | : 3030626881 |
This book discusses quantum theory as the theory of random (Brownian) motion of small particles (electrons etc.) under external forces. Implying that the Schrödinger equation is a complex-valued evolution equation and the Schrödinger function is a complex-valued evolution function, important applications are given. Readers will learn about new mathematical methods (theory of stochastic processes) in solving problems of quantum phenomena. Readers will also learn how to handle stochastic processes in analyzing physical phenomena.
| Author | : Prakash Panangaden |
| Publisher | : Imperial College Press |
| Total Pages | : 212 |
| Release | : 2009 |
| Genre | : Mathematics |
| ISBN | : 1848162898 |
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.
| Author | : Nicolas Privault |
| Publisher | : Springer |
| Total Pages | : 379 |
| Release | : 2018-08-03 |
| Genre | : Mathematics |
| ISBN | : 9811306591 |
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.
| Author | : Jacques Janssen |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 315 |
| Release | : 2006-02-08 |
| Genre | : Mathematics |
| ISBN | : 0387295488 |
Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.
| Author | : E. B. Dynkin |
| Publisher | : Courier Corporation |
| Total Pages | : 226 |
| Release | : 2012-01-27 |
| Genre | : Mathematics |
| ISBN | : 0486154866 |
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
| Author | : Evgenij Borisovic Dynkin |
| Publisher | : Springer |
| Total Pages | : 366 |
| Release | : 2012-08-01 |
| Genre | : Mathematics |
| ISBN | : 9783662000335 |
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.
