Markov Processes: Volume I
des. 2012 · Grundlehren der mathematischen Wissenschaften Bok 121 · Springer Science & Business Media
E-bok
366
Sider
reportVurderinger og anmeldelser blir ikke kontrollert Finn ut mer
Om denne e-boken
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.
Vurder denne e-boken
Fortell oss hva du mener.
Hvordan lese innhold
Smarttelefoner og nettbrett
Installer Google Play Bøker-appen for Android og iPad/iPhone. Den synkroniseres automatisk med kontoen din og lar deg lese både med og uten nett – uansett hvor du er.
Datamaskiner
Du kan lytte til lydbøker du har kjøpt på Google Play, i nettleseren på datamaskinen din.
Lesebrett og andre enheter
For å lese på lesebrett som Kobo eReader må du laste ned en fil og overføre den til enheten din. Følg den detaljerte veiledningen i brukerstøtten for å overføre filene til støttede lesebrett.
